rtmvt function

Random number generator for the truncated multivariate Student distribution.

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

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