simulate_matrix_student_t


function simulate_matrix_student_t(k:Real, M:Real[_,_], U:LLT, Ψ:LLT) -> Real[_,_]

Simulate a matrix Student's t-distribution variate.

  • k: Degrees of freedom.
  • M: Mean.
  • U: Spread.
  • Ψ: Spread.