Re: [R] identifying and drawing from T distribution

2013-03-16 Thread ivo welch
actually, I had it right all along. that is, m- runif(); s- runif(); df-runif()*10+1 # get some parameters...any parameters x - rt( 10, df )*s + m # create random draws library(MASS) fitdistr(x, t) # confirm properties will work. (josh suggested working with the skewness parameter, ncp,

[R] identifying and drawing from T distribution

2013-03-15 Thread ivo welch
dear R experts: fitdistr suggests that a t with a mean of 1, an sd of 2, and 2.6 degrees of freedom is a good fit for my data. now I want to draw random samples from this distribution.should I draw from a uniform distribution and use the distribution function itself for the transform, or is

Re: [R] identifying and drawing from T distribution

2013-03-15 Thread Joshua Wiley
Hi Ivo, Try something like this: rt(1e5, df = 2.6, ncp = (1 - 0) * sqrt(2.6 + 1)/2) The NCP comes from the mean, N, and SD. See ?rt Cheers, Josh On Fri, Mar 15, 2013 at 6:58 PM, ivo welch ivo.we...@anderson.ucla.edu wrote: dear R experts: fitdistr suggests that a t with a mean of 1, an