[R] T-Distribution

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Thu Oct 3 12:34:44 CEST 2002


Torsten Hothorn <Torsten.Hothorn at rzmail.uni-erlangen.de> writes:

> > > 
> > > Try rt() function, type ?rt for help.
> > 
> > That's _univariate_ t.  Use the mvtnorm package for multivariate t
> > distribution.
> >  
> 
> hm, unless I as the maintainer miss something important: random number
> generation of the multivariate t is not in mvtnorm (yet?) :-)

Hm, am I missing something or can't you just 

  rmvt <- function(corr,df) rmvnorm(n,sigma=corr)/(rchisq(n,df)/df)

??

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
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