rmvt0 {ADtools}

R Documentation

Simulate random variates from the multivariate t distribution

Description

Simulate random variates from the multivariate t distribution

Usage

rmvt0(n, sigma, df, delta = 0)

Arguments

n	positive integer; number of observations.
sigma	scale matrix.
df	degree of freedom.
delta	non-centrality parameters.

Examples

n <- 10
d <- 3
rmvt0(n, sigma = crossprod(randn(d, d)), df = 2)

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