Multivariate students T distribution#263

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YeungOnion:multivariate_t

Commits on Aug 16, 2024

feat: implement multivariate students t distribution

henryjac
authored and
YeungOnion
committed
fix: Use ln_pdf_const instead of pdf_const

henryjac
authored and
YeungOnion
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feat: creation of multivariate normal distribution from same variables as multivariate students (for when freedom = inf)

henryjac
authored and
YeungOnion
committed
fix: use multivariate normal pdf when freedom = inf for multivariate student

henryjac
authored and
YeungOnion
committed
test: panic test for invalid pdf argument

henryjac
authored and
YeungOnion
committed
fix: tests in documentation

henryjac
authored and
YeungOnion
committed
fix: clearer function name in test

henryjac
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YeungOnion
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fix: add documentation

henryjac
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YeungOnion
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tests: 3d matrices test cases for pdf.

henryjac
authored and
YeungOnion
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test: modify test case in multivariate_t
YeungOnion
committed