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
[Package TruncatedNormal version 2.2.2 Index]