simulate_multivariate_student_t

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function simulate_multivariate_student_t(k:Real, μ:Real[_], U:LLT, v:Real) -> Real[_]

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

• k: Degrees of freedom.
• μ: Mean.
• U: Spread.
• v: Scale.

function simulate_multivariate_student_t(k:Real, μ:Real[_], u:Real, V:LLT) -> Real[_]

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

• k: Degrees of freedom.
• μ: Mean.
• u: Scale.
• V: Spread.