rtmvt {TruncatedNormal}R Documentation

Random number generator for the truncated multivariate Student distribution.

Description

This function returns a matrix of draws from a multivariate Student distribution truncated on the interval [lb, ub].

Usage

rtmvt(n, mu, sigma, df, lb, ub)

Arguments

n

number of observations

mu

vector of location parameters

sigma

scale matrix

df

degrees of freedom

lb

vector of lower truncation limits

ub

vector of upper truncation limits

See Also

tmvt


[Package TruncatedNormal version 2.2.2 Index]