rcauchy2d in package "fMultivar"

Rolf Turner r.turner at auckland.ac.nz
Sat Jan 14 06:03:02 CET 2012


I have recently been trying to understand bivariate Cauchy distributions,
and to this end I've been perusing the tools provided in the "fMultivar"
package.

I have hit a snag, in that I don't understand what rcauchy2d() is doing.

Basically it calls rt2d with the default degrees of freedom, i.e. 4.

My understanding is that the bivariate Cauchy distribution is the same as
the bivariate t distribution with ***one*** degree of freedom.  So shouldn't
rcauchy2d call

     rt2d(n=n,rho=rho,nu=1)   ?

I note that dcauchy2d calls dt2d(x = x, y = y, rho = rho, nu = 1), i.e.
the degrees of freedom are set equal to 1 as I would have expected.

Is this a bug in rcauchy2d(), or is there something that I am 
misunderstanding?

Thanks.

     cheers,

         Rolf Turner



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