rmvst {bayesm} | R Documentation |
rmvst
draws from a Multivariate student-t distribution.
rmvst(nu, mu, root)
nu |
d.f. parameter |
mu |
mean vector |
root |
Upper Tri Cholesky Root of Sigma |
length(mu) draw vector
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.
For further discussion, see Bayesian Statistics and Marketing
by Rossi, Allenby and McCulloch.
http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html
## set.seed(66) rmvst(nu=5,mu=c(rep(0,2)),root=chol(matrix(c(2,1,1,2),ncol=2)))