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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.
MORE INFORMATION
The following options can be given:
SamplingPattern
{"Eigen", Infinity, True}
Specify method of sampling from student T distribution
IsDiscrete
False
Specify 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.
EXAMPLES
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Basic Examples
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