Displaying 2 results from an estimated 2 matches for "czarek230800".
2017 Aug 02
0
Generating samples from truncated multivariate Student-t distribution
>>>>> David Winsemius <dwinsemius at comcast.net>
>>>>> on Tue, 9 May 2017 14:33:04 -0700 writes:
>> On May 9, 2017, at 2:05 PM, Czarek Kowalski <czarek230800 at gmail.com> wrote:
>>
>> I have already posted that in attachement - pdf file.
> I see that now. I failed to scroll to the 3rd page.
from a late reader:
Please, Czarek, and every other future reader: This is an
unwritten "regulation" about all R lists...
2017 May 09
3
Generating samples from truncated multivariate Student-t distribution
Dear Members,
I am working with 6-dimensional Student-t distribution with 4 degrees
of freedom truncated to [20; 60]. I have generated 100 000 samples
from truncated multivariate Student-t distribution using rtmvt
function from package ?tmvtnorm?. I have also calculated mean vector
using equation (3) from attached pdf. The problem is, that after
summing all elements in one column of rtmvt result