MatrixTDistribution
class MatrixTDistribution<Arg1, Arg2, Arg3, Arg4>(k:Arg1, M:Arg2, Σ:Arg3, Ψ:Arg4) < Distribution<Real[_,_]>
Matrix t-distribution.
Member Variables
| Name | Description |
|---|---|
| k:Arg1 | Degrees of freedom. |
| M:Arg2 | Mean. |
| Σ:Arg3 | Among-row covariance. |
| Ψ:Arg4 | Among-column covariance. |