logpdf_matrix_student_t

function logpdf_matrix_student_t(X:Real[_,_], k:Real, M:Real[_,_], U:Real[_,_], V:Real[_,_]) -> Real

Observe a matrix Student's -distribution variate with location and scale.

  • X: The variate.
  • k: Degrees of freedom.
  • M: Mean.
  • U: Among-row covariance.
  • V: Among-column covariance.

Returns: the log probability density.

function logpdf_matrix_student_t(X:Real[_,_], k:Real, M:Real[_,_], U:Real[_,_], v:Real[_]) -> Real

Observe a matrix Student's -distribution variate with location and diagonal scale.

  • X: The variate.
  • k: Degrees of freedom.
  • M: Mean.
  • U: Among-row covariance.
  • v: Independent within-column covariance.

Returns: the log probability density.