rvt: Generate Random Variables from a Student-t Sampling Model
Description
Generates a random variable from a Student-t sampling model.
Usage
rvt(n=1, mu=0, scale=1, df, Sigma)
Arguments
n
integer, number of scalars to generate
mu
location, may be a rv
scale
scale, may be a rv
Sigma
(optional) scaling matrix for multivariate generation
df
degrees of freedom, may be a rv
Details
This function generates both univariate (independent and identically distributed)
Student-t random variables and multivariate Student-t distributed vectors
(with a given scaling matrix).
For details of the parameters, see the entry on mvt
in the mvtnorm package.
References
Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.