Fix implementations of multivariate Student distribution
The implementation in matlab/distributions/multivariate_student_pdf.m
contains an error.
In https://git.dynare.org/Dynare/dynare/-/blob/master/matlab/distributions/multivariate_student_pdf.m?ref_type=heads#L34 it is
t1 = gamma( .5*(nn+df) ) / ( gamma( .5*nn ) * (df*pi)^(.5*nn) ) ;
where it should be
t1 = gamma( .5*(nn+df) ) / ( gamma( .5*df ) * (df*pi)^(.5*nn) ) ;
The PDF was thus wrong.
On this occasion I changed the calculation such that it is no longer necessary to use mldivide
twice.
I also added support for vectorized input and output, both for multivariate_student_pdf.m
and for rand_multivariate_student.m
.