1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39
|
\name{rmvst}
\alias{rmvst}
\concept{multivariate t distribution}
\concept{student-t}
\concept{simulation}
\title{ Draw from Multivariate Student-t }
\description{
\code{rmvst} draws from a multivariate student-t distribution.
}
\usage{rmvst(nu, mu, root)}
\arguments{
\item{nu}{ d.f. parameter }
\item{mu}{ mean vector }
\item{root}{ Upper Tri Cholesky Root of Sigma }
}
\value{length(mu) draw vector}
\section{Warning}{
This routine is a utility routine that does \strong{not} check the input arguments for proper dimensions and type.
}
\author{Peter Rossi, Anderson School, UCLA, \email{perossichi@gmail.com}.}
\references{For further discussion, see \emph{Bayesian Statistics and Marketing} by Rossi, Allenby, and McCulloch.}
\seealso{ \code{\link{lndMvst}}}
\examples{
set.seed(66)
rmvst(nu=5, mu=c(rep(0,2)), root=chol(matrix(c(2,1,1,2), ncol=2)))
}
\keyword{multivariate}
\keyword{distribution}
|