Random number generator for the truncated multivariate Student distribution.
This function returns a matrix of draws from a multivariate Student distribution truncated on the interval [lb, ub].
rtmvt(n, mu, sigma, df, lb, ub)
n |
number of observations |
mu |
vector of location parameters |
sigma |
scale matrix |
df |
degrees of freedom |
lb |
vector of lower truncation limits |
ub |
vector of upper truncation limits |
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