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.