@Test
public void valueTest() {

    double[][] means  = {
            {5.8, 1.3},
            {0.25, 10.96},
    };
    double[][][] covariances = {
            {{0.18, 0.03}, {0.03, 0.27}},
            {{0.55, 0.018}, {0.018, 0.21}},
    };
    double[] dofs = {
            292.1,
            10.7,
    };
    double[][][] points = {
            {{5.8, 1.3}, {5.2, 2.3}},
            {{0.25, 10.96}, {0, 10}, {1, 11}},
    };
    double[][] pdfs = {
            {0.7287204, 0.02772672},
            {0.4689636, 0.05175506, 0.2624979},
    };
    for (int s=0; s< means.length; s ++) {
        MultivariateTDistribution mvtd = new MultivariateTDistribution(new ArrayRealVector(means[s]), new BlockRealMatrix(covariances[s]), dofs[s]);
        for (int i =0; i< points[s].length; i++) {
            assertEquals(pdfs[s][i], mvtd.density(new ArrayRealVector(points[s][i])), 1e-7);
        }
    }
}