R: Random number generation for multivariate t

rmt {LearnBayes} | R Documentation

## Random number generation for multivariate t

### Description

Simulates from a multivariate t distribution

### Usage

    rmt(n = 1, mean = rep(0, d), S, df = Inf)

### Arguments

`n` | number of random numbers to be generated
`mean` | numeric vector giving the location parameter of the distribution
`S` | a positive definite matrix representing the scale matrix of the distribution
`df` | degrees of freedom

### Value

matrix of n rows of random vectors

### Author(s)

Jim Albert

### Examples

    mu <- c(1,12,2)
    Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
    df <- 4
    x <- rmt(10, mu, Sigma, df)

[Package LearnBayes version 2.15 Index]