Random number generation for multivariate t
Simulates from a multivariate t distribution
rmt(n = 1, mean = rep(0, d), S, df = Inf)
n |
number of random numbers to be generated |
mean |
numeric vector giving the location parameter of the distribution |
S |
a positive definite matrix representing the scale matrix of the distribution |
df |
degrees of freedom |
matrix of n rows of random vectors
Jim Albert
mu <- c(1,12,2) Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3) df <- 4 x <- rmt(10, mu, Sigma, df)
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