rvt {rv} | R Documentation |
Generates a random variable from a Student-t sampling model.
rvt(n=1, mu=0, scale=1, df, Sigma)
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 |
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.
If any of the arguments are random, the resulting simulations may have non-t marginal distributions.
Jouni Kerman jouni@kerman.com
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")
.
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))