rmvst: Generate Random Samples from a Multivariate Skew t Distribution
Description
Generate random samples from a multivariate skew t distribution.
Usage
rmvst(n, D, Mu, Sigma, nu)
Arguments
n
number of samples.
D
parameter \(D\) of the distribution.
Mu
parameter \(\mu\) of the distribution.
Sigma
parameter \(\Sigma\) of the distribution.
nu
parameter \(\nu\) of the distribution.
Value
Random samples from the multivariate skew t distribution.
Details
This function generates random samples using the methods in Sahu et al. 2003.
References
Sahu, Sujit K., Dipak K. Dey, and Marcia D. Branco. (2003)
A new class of multivariate skew distributions with applications to Bayesian regression models.
Canadian Journal of Statisticsvol. 31, no. 2 129-150.