Create a multivariate t-distributed random matrix
mvrtR( n, mu, S, df = n - 1, max_norm = 2, max_iterations = 1000, type_norm = "m" )
| 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 |
| type_norm | Type of matrix norm passed to |