Random number generation from a truncated Student's t distribution

Generates random numbers from a truncated Student's t distribution.

Usage

rtt(n, mu = 0, sd = 1, df = 3, range = c(0, Inf))

Arguments

n

An integer specifying the number of random numbers to generate.

mu

A numeric scalar representing the mean of the underlying t distribution. Defaults to 0.

sd

A numeric scalar representing the standard deviation of the underlying t distribution. Defaults to 1.

df

A numeric scalar representing the degrees of freedom of the underlying t distribution. Defaults to 3.

range

A numeric vector of length 2 specifying the lower and upper truncation bounds. Defaults to c(0, Inf), indicating truncation from below at 0.

Value

A numeric vector of length n containing random numbers drawn from the specified truncated t distribution.

Details

For details on the method used, see: https://stats.stackexchange.com/questions/567944/how-can-i-sample-from-a-shifted-and-scaled-student-t-distribution-with-a-specifi

See also

stats::rt(), stats::qt()

Author

lcgodoy