[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
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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