rvt {rv}R Documentation

Generate Random Variables from a Student-t Sampling Model

Description

Generates a random variable from a Student-t sampling model.

Usage

  rvt(n=1, mu=0, scale=1, df, Sigma)

Arguments

n integer, number of scalars to generate
mu location, may be a rv
scale scale, may be a rv
Sigma (optional) scaling matrix for multivariate generation
df degrees of freedom, may be a rv

Details

This function generates both univariate (independent and identically distributed) Student-t random variables and multivariate Student-t distributed vectors (with a given scaling matrix).

For details of the parameters, see the entry on mvt in the mvtnorm package.

Note

If any of the arguments are random, the resulting simulations may have non-t marginal distributions.

Author(s)

Jouni Kerman jouni@kerman.com

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples

  df <- 3
  x <- rvt(n=1, df=df)
  y <- rvnorm(1)/sqrt(rvchisq(1, df=df)/df) # Same distribution as above
  print(c(x,y))

[Package rv version 1.0 Index]