[R] rtmvt

statfan irene_vrbik at hotmail.com
Mon Apr 11 02:52:24 CEST 2011

I have been using the rtmvt function in the {tmvtnorm} package i'm getting
the warning:

"Acceptance rate is very low and rejection sampling becomes inefficient.
Consider using Gibbs sampling."

but i AM specifying the gibbs algorithm!!:

rtmvt(M, mean=q[,,i,j], sigma=((u[i,j] + nu[i])/(p+nu[i]))*delta[,,i],
			df=ceiling(nu[i]+p), lower=c(0,0), algorithm="gibbs")

Any ideas why I am getting this warning and how I can fix it?  

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