[R] (no subject)

[Peter Dalgaard BSA]

Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk> writes:

> This was discussed here in October. For the multivariate T you can use
> 
>    rmvt <- function(corr,df)
>             rmvnorm(n,sigma=corr)/sqrt(rchisq(n,df)/df)
> 
> (R.Koenker, correcting my suggestion). I believe rmvnorm came from the
> mvtnorm package but there's also mvrnorm in library(MASS).

... and of course Torsten in the meantime added that one to the
mvtnorm package as Jerome points out. Doh!

        -p

-- 
   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