[R] Generating a bivariate joint t distribution in R

[Marc Girondot]

Le 03/04/13 07:57, jpm miao a écrit :
> Hi,
>
>     I conduct a panel data estimation and obtain estimators for two of the
> coefficients beta1 and beta2. R tells me the mean and covariance of the
> distribution of (beta1, beta2). Now I would like to find the distribution
> of the quotient beta1/beta2, and one way to do it is to simulate via the
> joint distribution (beta1,  beta2), where both beta1 and beta2 follow t
> distribution.
>
>     How could we generate a joint t distrubuition in R?
>
>     Thanks
>
> Miao
>
> 	[[alternative HTML version deleted]]
>
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>
library("fCopulae")
?rmvst

Sincerely

Marc Girondot

-- 
__________________________________________________________
Marc Girondot, Pr

Laboratoire Ecologie, Systématique et Evolution
Equipe de Conservation des Populations et des Communautés
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