Random generation for the Student t distribution with df degrees of freedom.
This generator is called by function gensample to create random variables based on its parameter.
Arguments
Details
If df is not specified it assumes the default value of 1.
The t distribution with df = k degrees of freedom has density:
$$ (\sqrt{k\pi})^{-1}\frac{\Gamma\left(\frac{k+1}{2} \right)}{\Gamma\left(\frac{k}{2} \right)}\left(1+\frac{t^2}{k} \right)^{-\frac{k+1}{2}} $$
for all real x. It has mean 0 (for \(k > 1\)) and variance \(k/(k-2)\) (for \(k > 2\)).
References
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A
Reproducible Research Tool to Ease Monte Carlo Power Simulation
Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1--42. doi:10.18637/jss.v069.i03