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MatrixTDistribution


class MatrixTDistribution<Arg1, Arg2, Arg3, Arg4>(k:Arg1, M:Arg2, Σ:Arg3, Ψ:Arg4) < Distribution<Real[_,_]>

Matrix t-distribution.

Member Variables

Name Description
k:Arg1 Degrees of freedom.
M:Arg2 Mean.
Σ:Arg3 Among-row covariance.
Ψ:Arg4 Among-column covariance.