Multivariate t Distribution

mpsci.distributions.multivariate_t.entropy(nu, loc, scale)

Differential entropy of the multivariate t distribution.

loc must be a sequence. scale is the scale matrix; it must be an instance of mpmath.matrix. scale must be positive definite; the function does not check this. If scale is not positive definite, the return value might not be meaningful.

mpsci.distributions.multivariate_t.logpdf(x, nu, loc, scale, scale_inv=None)

Natural logarithm of the PDF for the multivariate t distribution.

loc must be a sequence. scale is the scale matrix; it must be an instance of mpmath.matrix. scale must be positive definite.

If given, scale_inv must be the inverse of scale.

mpsci.distributions.multivariate_t.pdf(x, nu, loc, scale, scale_inv=None)

PDF for the multivariate t distribution.

loc must be a sequence. scale is the scale matrix; it must be an instance of mpmath.matrix. scale must be positive definite.

If given, scale_inv must be the inverse of scale.