rv (version 2.0.0)

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, ncp, Sigma)

Arguments

n

integer, number of scalars to generate

mu

location, may be a rv

scale

scale, may be a rv

ncp

non-centrality parameter

df

degrees of freedom, may be a rv

Sigma

(optional) scaling matrix for multivariate generation

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, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples

df <- 3
  x <- rvt(n=1, df=df)
  y <- rvnorm(1)/sqrt(rvchisq(1, df=df)/df) # Same distribution as above
  print(c(x,y))