Draw from Multivariate Student-t
rmvst draws from a multivariate student-t distribution.
rmvst(nu, mu, root)
nu |
d.f. parameter |
mu |
mean vector |
root |
Upper Tri Cholesky Root of Sigma |
length(mu) draw vector
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1
set.seed(66) rmvst(nu=5, mu=c(rep(0,2)), root=chol(matrix(c(2,1,1,2), ncol=2)))
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.