rmvt.mixt(n=100, mus=c(0,0), Sigmas=diag(2), dfs=7, props=1)
dmvt.mixt(x, mus, Sigmas, dfs, props)
rmvt.mixt
and dmvt.mixt
are based on the
rmvt
and dmvt
functions from the mvtnorm
library. The formula for a d-variate t density with location vector
$\bold{\mu}$, dispersion matrix
$\bold{\Sigma}$ and df degrees of freedom is
rmvnorm.mixt
, dmvnorm.mixt
mus <- rbind(c(-3/2,0), c(3/2,0))
Sigmas <- rbind(diag(c(1/16, 1)), rbind(c(1/16, 1/18), c(1/18, 1/16)))
props <- c(2/3, 1/3)
dfs <- c(7,3)
x <- rmvt.mixt(1000, mus, Sigmas, dfs, props)
dens <- dmvt.mixt(x, mus, Sigmas, dfs, props)
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