[R] T-Distribution

[Liaw, Andy]

> From: bojaniss [mailto:bojaniss at poczta.onet.pl]
> 
> Hello Hicham,
> 
> Wednesday, October 2, 2002, 11:28:03 AM, you wrote:
> 
> HZ> Dear sir,
> HZ> I would ask if there are in R some code to generate a 
> random sample 
> HZ> from a mvariate student distribution like that one wich 
> generate the 
> HZ> multivariate normal one i mean( rmvnorm(n, mu, sigma)
> 
> Try rt() function, type ?rt for help.

That's _univariate_ t.  Use the mvtnorm package for multivariate t
distribution.
 
> HZ> Second question : if R can plot density 3Dcurve I don't mean de 
> HZ> histogram but de hole density function(normal for example).
> 
> I think sm.density function in sm package (available on CRAN) will
> do what you want.

That gives the kernel density estimate, given data.  It's not clear what
Hicham wants.  If he wants the _true_ density of a multivariate t, he needs
to contruct a grid (e.g., with expand.grid) and evaluate the multivariate t
density on that grid, then use persp to draw the surface.

Andy
 
> hope this helps
> 
> 
> Michal
> 
> 
> ~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~
> 
> Michal Bojanowski - mbojanowski at samba.iss.uw.edu.pl
> Polish General Social Survey
> Institute for Social Studies
> University of Warsaw
> http://www.iss.uw.edu.pl/
> 
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