T-Distribution
On 3 Oct 2002, Peter Dalgaard BSA wrote:
hm, unless I as the maintainer miss something important: random number generation of the multivariate t is not in mvtnorm (yet?) :-)
Hm, am I missing something or can't you just rmvt <- function(corr,df) rmvnorm(n,sigma=corr)/(rchisq(n,df)/df)
I think Peter intended to write: rmvt <- function(corr,df) rmvnorm(n,sigma=corr)/sqrt(rchisq(n,df)/df) url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._