35 lines
837 B
Plaintext
35 lines
837 B
Plaintext
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% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/datasets.R
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\name{rmvt}
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\alias{rmvt}
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\title{Multivariate t distribution.}
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\usage{
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rmvt(n = 1, mu = rep(0, p), sigma = diag(p), df = Inf)
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}
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\arguments{
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\item{n}{number of samples.}
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\item{mu}{mean}
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\item{sigma}{a \eqn{k\times k}{k x k} positive definite matrix. If the degree
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\eqn{\nu} if bigger than 2 the created covariance is
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\deqn{var(x) = \Sigma\frac{\nu}{\nu - 2}}
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for \eqn{\nu > 2}.}
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\item{df}{degree of freedom \eqn{\nu}.}
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}
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\value{
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a \eqn{n\times p}{n x p} matrix with samples in its rows.
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}
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\description{
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Random generation from multivariate t distribution (student distribution).
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}
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\examples{
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\dontrun{
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rmvt(20, c(0, 1), matrix(c(3, 1, 1, 2), 2), 3)
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rmvt(20, sigma = matrix(c(2, 1, 1, 2), 2), 3)
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rmvt(20, mu = c(3, -1, 2), 3)
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}
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}
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\keyword{internal}
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