simulate_matrix_student_t

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

Simulate a matrix Student's -distribution variate.

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

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

Simulate a matrix Student's -distribution variate.

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