simulate_multivariate_student_t
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.