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