rtellipt {mig} | R Documentation |
Simulate elliptical vector subject to a linear constraint
Description
Simulate multivariate Student-t \boldsymbol{x}
with location vector mu
, scale matrix sigma
and df
(integer) degrees of freedom
subject to the linear constraint \boldsymbol{\beta}^\top\boldsymbol{x} > 0
.
Negative degrees of freedom or values larger than 1000 imply Gaussian vectors are generated instead.
Usage
rtellipt(n, beta, mu, sigma, df, delta = 0)
Arguments
n |
number of simulations |
beta |
|
mu |
location vector |
sigma |
scale matrix |
df |
degrees of freedom argument |
delta |
buffer; default to zero |
Value
an n
by d
matrix of random vectors
[Package mig version 1.0 Index]