rmvst                 package:bayesm                 R Documentation

_D_r_a_w _f_r_o_m _M_u_l_t_i_v_a_r_i_a_t_e _S_t_u_d_e_n_t-_t

_D_e_s_c_r_i_p_t_i_o_n:

     'rmvst' draws from a Multivariate student-t distribution.

_U_s_a_g_e:

     rmvst(nu, mu, root)

_A_r_g_u_m_e_n_t_s:

      nu: d.f. parameter 

      mu: mean vector 

    root: Upper Tri Cholesky Root of Sigma 

_V_a_l_u_e:

     length(mu) draw vector

_W_a_r_n_i_n_g:

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

_A_u_t_h_o_r(_s):

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

_R_e_f_e_r_e_n_c_e_s:

     For further discussion, see _Bayesian Statistics and Marketing_ by
     Rossi, Allenby and McCulloch. 
      <URL:
     http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html>

_S_e_e _A_l_s_o:

     'lndMvst'

_E_x_a_m_p_l_e_s:

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

