Create a multivariate t-distributed random matrix

mvrtR(
  n,
  mu,
  S,
  df = n - 1,
  max_norm = 2,
  max_iterations = 1000,
  type_norm = "m"
)

Arguments

n

Number of observations

mu

Vector of sample means

S

Covariance matrix

df

Degrees of freedom

max_norm

Maximum matrix norm

max_iterations

Maximum number of iterations for the loop to search for a matrix meeting max_norm criterion.

type_norm

Type of matrix norm passed to norm