rmvst {bayesm} | R Documentation

## Draw from Multivariate Student-t

### Description

`rmvst` draws from a Multivariate student-t distribution.

### Usage

    rmvst(nu, mu, root)

### Arguments

`nu` | d.f. parameter
`mu` | mean vector
`root` | Upper Tri Cholesky Root of Sigma

### Value

length(mu) draw vector

### Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

### Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

### References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

### See Also

`lndMvst`

### Examples

    ##
    set.seed(66)
    rmvst(nu=5,mu=c(rep(0,2)),root=chol(matrix(c(2,1,1,2),ncol=2)))

[Package bayesm version 2.0-8 Index]