6.3.7.1.7. statsmodels.sandbox.distributions.multivariate.multivariate_t_rvs

statsmodels.sandbox.distributions.multivariate.multivariate_t_rvs(m, S, df=inf, n=1)

generate random variables of multivariate t distribution

Parameters:

m : array_like

mean of random variable, length determines dimension of random variable

S : array_like

square array of covariance matrix

df : int or float

degrees of freedom

n : int

number of observations, return random array will be (n, len(m))

Returns:

rvs : ndarray, (n, len(m))

each row is an independent draw of a multivariate t distributed random variable