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meansb79
2017 Aug 02
0
Generating samples from truncated multivariate Student-t distribution
...>> [54.97,
>> 40,
>> 49.95,
>> 35.31, # "4th element of mean vector"
>> 44.94,
>> 31.32]
>>
> I get similar results for the output from your code,
> My 100-fold run of your calculations were:
> meansBig <- replicate(100, {Xbig <- rtmvt(n=100000, meann, covv, df, lower, upper)
> colMeans(Xbig)} )
> describe(meansBig[4,]) # describe is from Hmisc package
> meansBig[4, ]
> n missing distinct Info Mean Gmd .05 .10 .25
> 100...