rmt                package:LearnBayes                R Documentation

_R_a_n_d_o_m _n_u_m_b_e_r _g_e_n_e_r_a_t_i_o_n _f_o_r _m_u_l_t_i_v_a_r_i_a_t_e _t

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

     Simulates from a multivariate t distribution

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

     rmt(n = 1, mean = rep(0, d), S, df = Inf)

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

       n: number of random numbers to be generated

    mean: numeric vector giving the location parameter of the
          distribution

       S: a positive definite matrix representing the scale matrix of
          the distribution

      df: degrees of freedom

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

     matrix of n rows of random vectors

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

     Jim Albert

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

     mu <- c(1,12,2)
     Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
     df <- 4
     x <- rmt(10, mu, Sigma, df)

