[R] T-Distribution

[Torsten Hothorn]

> Torsten Hothorn <Torsten.Hothorn at rzmail.uni-erlangen.de> writes:
> 
> > > > 
> > > > Try rt() function, type ?rt for help.
> > > 
> > > That's _univariate_ t.  Use the mvtnorm package for multivariate t
> > > distribution.
> > >  
> > 
> > hm, unless I as the maintainer miss something important: random number
> > generation of the multivariate t is not in mvtnorm (yet?) :-)
> 
> Hm, am I missing something or can't you just 
> 
>   rmvt <- function(corr,df) rmvnorm(n,sigma=corr)/(rchisq(n,df)/df)
> 
> ??

yep.

The version with `sqrt' involved is now part of the mvtnorm package,

Torsten

> 
> -- 
>    O__  ---- Peter Dalgaard             Blegdamsvej 3  
>   c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
>  (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
> ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
> 

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