simulate_multivariate_student_t

function simulate_multivariate_student_t(ν:Real, μ:Real[_], Λ:Real[_,_]) -> Real[_]

Simulate a multivariate Student's -distribution variate with location and scale.

  • ν: Degrees of freedom.
  • μ: Location.
  • Λ: Precision.

function simulate_multivariate_student_t(ν:Real, μ:Real[_], λ:Real) -> Real[_]

Simulate a multivariate Student's -distribution variate with location and diagonal scaling.

  • ν: Degrees of freedom.
  • μ: Location.
  • λ: Precision.