ADtools (version 0.5.4)

rmvt0: 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

# NOT RUN {
n <- 10
d <- 3
rmvt0(n, sigma = crossprod(randn(d, d)), df = 2)

# }