Option variable
random_student_t_algorithm
Default value: ratio
This is the selected algorithm for simulating random Student variates. Implemented algorithms are inverse
and ratio
:
inverse
, based on the general inverse method.
ratio
, based on the fact that if Z is a normal random variable N(0,1) and S^2 is chi square random variable with n degrees of freedom, Chi^2(n), then
Z X = ------------- / 2 \ 1/2 | S | | --- | \ n /
a Student random variable with n degrees of freedom, t(n).