rmvst(bayesm)R Documentation

Draw from Multivariate Student-t

Description

rmvst draws from a Multivariate student-t distribution.

Usage

rmvst(nu, mu, root)

Arguments

nu d.f. parameter
mu mean vector
root Upper Tri Cholesky Root of Sigma

Value

length(mu) draw vector

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

llMvst

Examples

##
set.seed(66)
rmvst(nu=5,mu=c(rep(0,2)),root=chol(matrix(c(2,1,1,2),ncol=2)))

[Package bayesm version 0.0 Index]