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Last week, we’ve introduced the concept of exchangeable variables, i.e. satisfying Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
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- spherically contoured distributions
- from circles to ellipses
- elliptically contoured distributions
> library(mnormt) > x <- seq(-2,4,length=21) > mu <- c(1,3,2) > Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3) > df <- 4 > x=c(0,0);y=c(0,1); z=c(0,2) > dmt(cbind(x,y,z), mu, Sigma,df) [1] 0.006957689 0.020602030 > rmt(n=5, mu, Sigma, df) [,1] [,2] [,3] [1,] 0.42210352 2.7539135 1.659392 [2,] 1.07968146 -0.1364883 4.851956 [3,] -0.04107115 1.6163407 4.123731 [4,] 0.19784451 2.9329165 1.013374 [5,] 1.13456027 0.4737548 -2.054909
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