sim_mvt {bvhar} | R Documentation |
This function samples n x multi-dimensional t-random matrix.
sim_mvt(num_sim, df, mu, sig, method = c("eigen", "chol"))
num_sim |
Number to generate process. |
df |
Degrees of freedom. |
mu |
Location vector |
sig |
Scale matrix. |
method |
Method to compute |
T x k matrix