rvt                    package:rv                    R Documentation

_G_e_n_e_r_a_t_e _R_a_n_d_o_m _V_a_r_i_a_b_l_e_s _f_r_o_m _a _S_t_u_d_e_n_t-_t _S_a_m_p_l_i_n_g _M_o_d_e_l

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

     Generates a random variable from a Student-t sampling model.

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

       rvt(n=1, mu=0, scale=1, df, Sigma)

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

       n: integer, number of scalars to generate

      mu: location, may be a rv

   scale: scale, may be a rv

   Sigma: (optional) scaling matrix for multivariate generation

      df: degrees of freedom, may be a rv

_D_e_t_a_i_l_s:

     This function generates both univariate (independent and
     identically distributed) Student-t random variables and
     multivariate Student-t distributed vectors (with a given scaling
     matrix).

_N_o_t_e:

     If any of the arguments are random,  the resulting simulations may
     have non-t marginal distributions.

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

     Jouni Kerman kerman@stat.columbia.edu <URL:
     http://www.stat.columbia.edu/~kerman>

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

     Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing
     Posterior Simulations Using Random Variable Objects. Technical
     report, Columbia University, New York.

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

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