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. |