rndMVt ============================================== Purpose ---------------- Computes multivariate Student-t distributed random numbers given a covariance matrix. Format ---------------- .. function:: r = rndMVt(num, cov, df) { r, newstate } = rndMVt(num, cov, df, state) :param num: number of random vectors to create. :type num: scalar :param cov: covariance matrix :type cov: NxN matrix :param df: degrees of freedom. :type df: scalar :param state: Optional argument. **scalar case** *state* = starting seed value only. If -1, GAUSS computes the starting seed based on the system clock. **opaque vector case** *state* = the state vector returned from a previous call to one of the ``rnd`` random number functions. :type state: scalar or opaque vector :return r: multivariate student-t distributed random numbers. :rtype r: num x N matrix :return newstate: the updated state. :rtype newstate: Opaque vector Examples ---------------- :: // Degrees of freedom df = 8; // Covariance matrix sigma = { 1 0.3, 0.3 1 }; x = rndMVt(100, sigma, df); Remarks ------- The properties of the pseudo-random numbers in *x* are: .. math:: E(x) = 0\\ Var(x) = \bigg(\frac{df}{df - 2}\bigg) * \sigma .. seealso:: Functions :func:`rndMVn`, :func:`rndCreateState`