Hello
If you want the multivariate t-distribution,
use rmvt() of the mvtnorm package.
If you want the Wishart distribution, one
can write a little nonce function:
library(mvtnorm)
rwis <- function(n,sigma){
crossprod(rmvnorm(n,sigma=sigma))
}
I'm not sure what you mean by the multivariate gamma
distribution, but a good candidate might be the
Dirichlet. This is implemented in several packages;
see ?rdiric of the VGAM package for one example.
HTH
rksh
On 9 Oct 2007, at 18:39, [EMAIL PROTECTED] wrote:
> Dear All,
>
> Is there any function in R for computing "multivariate chi-square
> distribution"?
> How about "multivariate gamma distribution"?
> I appreciate any comment on this subject.
>
> Thank you,
>
> Amin Zollanvari
> PhD student
> Department of Electrical and Computer Engineering,
> Texas A&M University,
> College Station, TX
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
tel 023-8059-7743
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
