logpdf_multivariate_student_t
function logpdf_multivariate_student_t(x:Real[_], k:Real, μ:Real[_], U:LLT, v:Real) -> Real
Observe a multivariate Student's t-distribution variate with location and scale.
- x: The variate.
- k: Degrees of freedom.
- m: Mean.
- U: Spread.
- v: Scale.
Returns: the log probability density.
function logpdf_multivariate_student_t(x:Real[_], k:Real, μ:Real[_], u:Real, V:LLT) -> Real
Observe a multivariate Student's t-distribution variate with location and scale.
- x: The variate.
- k: Degrees of freedom.
- m: Mean.
- u: Scale.
- V: Spread.
Returns: the log probability density.