[R] Multivariate chi-square distribution function

Robin Hankin r.hankin at NOC.SOTON.AC.UK
Wed Oct 10 09:11:54 CEST 2007


If you want the multivariate t-distribution,
use rmvt() of the mvtnorm package.

If you want the Wishart distribution, one
can write a little nonce function:


rwis <- function(n,sigma){

I'm not sure what you mean by the multivariate gamma
distribution, but a good candidate might be the
Dirichlet.  This is implemented in several packages;
see ?rdiric of the VGAM package for one example.



On 9 Oct 2007, at 18:39, aminzoll at ece.tamu.edu wrote:

> Dear All,
> Is there any function in R for computing "multivariate chi-square
> distribution"?
> How about "multivariate gamma distribution"?
> I appreciate any comment on this subject.
> Thank you,
> Amin Zollanvari
> PhD student
> Department of Electrical and Computer Engineering,
> Texas A&M University,
> College Station, TX
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting- 
> guide.html
> and provide commented, minimal, self-contained, reproducible code.

Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
  tel  023-8059-7743

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