[R] multivariate t distribution

[statfan]

I have been working the the pmt function in the {mnormt} package and which
requires 

"S	 a positive definite matrix representing the scale matrix of the
distribution, such that S*df/(df-2) is the variance-covariance matrix when
df>2; a vector of length 1 is also allowed (in this case, d=1 is set)"

is there a way that I can specify the scale covariance matrix instead?  Or
alternatively, how do I convert the scale covariance matrix into this
positive definite S matrix.  Thanks in advanced.

--
View this message in context: http://r.789695.n4.nabble.com/multivariate-t-distribution-tp3432257p3432257.html
Sent from the R help mailing list archive at Nabble.com.