simulate_multivariate_student_t

function simulate_multivariate_student_t(k:Real, μ:Real[_], Σ:Real[_,_]) -> Real[_]

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

  • k: Degrees of freedom.
  • μ: Mean.
  • Σ: Covariance.

function simulate_multivariate_student_t(k:Real, μ:Real[_], σ2:Real) -> Real[_]

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

  • k: Degrees of freedom.
  • μ: Mean.
  • σ2: Variance.