multi_student_t_rng()

template<typename T_loc , class RNG >

StdVectorBuilder< true, Eigen::VectorXd, T_loc >::type stan::math::multi_student_t_rng ( double  nu, const T_loc &  mu, const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &  S, RNG &  rng  )

inline

Return a multivariate student-t random variate with the given degrees of freedom location and Cholesky factor the scale matrix using the specified random number generator.

mu can be either an Eigen::VectorXd, an Eigen::RowVectorXd, or a std::vector of either of those types.

Template Parameters

t_loc	Type of location parameter
rng	type of pseudo-random number generator

Parameters

nu	a scalar indicating the degrees of freedom parameter
mu	An Eigen::VectorXd, Eigen::RowVectorXd, or std::vector of location values for the multivariate student t
S	scale matrix
rng	random number generator

Returns

eigen vector of multivariate student t random variates with the given nu, mu, S

Exceptions

std::domain_error	if S is not positive definite, any value in mu is not finite, nu is not positive, or nu is NaN
std::invalid_argument	if the length of (each) mu is not equal to the number of rows and columns in S

Definition at line 42 of file multi_student_t_rng.hpp.