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 |