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StudentTDisplacements

StudentTDisplacements][s, V, n]
gives n random samples from student T distribution with mean 0, covaraince s V, and the default Infinity degree.
  • The following options can be given:
SamplingPattern{"Eigen", Infinity, True}Specify method of sampling from student T distribution
IsDiscreteFalseSpecify whether the random variable takes integers
  • The option SamplingPattern → {DecomposeMethod, Degree, IsComponentwise}. The Degree must be no less than 3.
  • Possible settings for DecomposeMethod include:
"Eigen"Eigen decomposition of matrix V
"Cholesky"Cholesky decomposition of matrix V
  • If IsComponentwise, the samples are based on the eigenvectors or the columns of the low triangular matrix from the cholesky decomposition.