1\name{rmvst} 2\alias{rmvst} 3\concept{multivariate t distribution} 4\concept{student-t} 5\concept{simulation} 6 7\title{ Draw from Multivariate Student-t } 8 9\description{ 10 \code{rmvst} draws from a multivariate student-t distribution. 11} 12 13\usage{rmvst(nu, mu, root)} 14 15\arguments{ 16 \item{nu}{ d.f. parameter } 17 \item{mu}{ mean vector } 18 \item{root}{ Upper Tri Cholesky Root of Sigma } 19} 20 21\value{length(mu) draw vector} 22 23\section{Warning}{ 24This routine is a utility routine that does \strong{not} check the input arguments for proper dimensions and type. 25} 26 27\author{Peter Rossi, Anderson School, UCLA, \email{perossichi@gmail.com}.} 28 29\references{For further discussion, see \emph{Bayesian Statistics and Marketing} by Rossi, Allenby, and McCulloch. \cr \url{http://www.perossi.org/home/bsm-1}} 30 31\seealso{ \code{\link{lndMvst}}} 32 33\examples{ 34set.seed(66) 35rmvst(nu=5, mu=c(rep(0,2)), root=chol(matrix(c(2,1,1,2), ncol=2))) 36} 37 38\keyword{multivariate} 39\keyword{distribution} 40