Dear list, I would like to do some simulation with a truncated multivariate t-distribution. I found "rtmvt" in package tmvtnorm. I am not sure how to specify the degrees of freedom parameter. I estimated the mean vector (with 6 elements) and covariance matrix (6 X 6) from a dataset with 46 subjects. Now I want to simulate 100 subjects. So the degrees of freedom should be 46-6=40 or 100-6=94 or some other value? Thanks a lot.
Jun Shen Seventh Wave Labs [[alternative HTML version deleted]] ______________________________________________ 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.