logpdf_multivariate_student_t

function logpdf_multivariate_student_t(x:Real[_], k:Real, μ:Real[_], Σ:LLT) -> Real

Observe a multivariate Student's t-distribution variate with location and scale.

  • x: The variate.
  • k: Degrees of freedom.
  • m: Mean.
  • Σ: Covariance.

Returns: the log probability density.

function logpdf_multivariate_student_t(x:Real[_], k:Real, μ:Real[_], σ2:Real) -> Real

Observe a multivariate Student's t-distribution variate with location and diagonal scale.

  • x: The variate.
  • k: Degrees of freedom.
  • μ: Mean.
  • σ2: Variance.

Returns: the log probability density.