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.