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
df
degrees of freedom, may be a rv
ncp
non-centrality parameter
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.