##### R-code for generating data used in Exercise 9.9

#### Generate 10 5-D random vectors from t_5(mu,Sigma)

library(mvtnorm) # The R library in which the commands for generating 
                 # multivariate t or normal random vectors is contained.

set.seed(10)

mu1 = c(0,0,0,0,0)     # IC mean vector
mu2 = c(1,1,1,1,1)     # OC mean vector
Sigma = matrix(c(1,0,0,0,0,
                 0,1,0,0,0,
                 0,0,1,0,0,
                 0,0,0,1,0,
                 0,0,0,0,1),5,5)  # IC covariance matrix

x = rbind(rmvt(n=6,sigma=Sigma,df=5),rmvt(n=4,sigma=Sigma,df=5))
x = x+rbind(matrix(rep(mu1,6),6,5,byrow=T),matrix(rep(mu2,4),4,5,byrow=T))


write.table(round(x,digits=3),"ex99.dat",row.names=F,col.names=F)