[R] T-Distribution
Torsten Hothorn
Torsten.Hothorn at rzmail.uni-erlangen.de
Mon Oct 7 08:32:49 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)
>
> ??
yep.
The version with `sqrt' involved is now part of the mvtnorm package,
Torsten
>
> --
> 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
>
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
More information about the R-help
mailing list