GaussianGaussianDistribution
final class GaussianGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(a:Arg1, μ:Arg2, σ2:Arg3, c:Arg4, ω2:Arg5) < GaussianDistribution<Expression<Real>, Expression<Real>>(box(a * μ + c), box(pow(a, 2.0) * σ2 + ω2))
Gaussian distribution with linear transformation of Gaussian prior.
Member Variables
Name | Description |
---|---|
a:Arg1 | Scale. |
μ:Arg2 | Prior mean. |
σ2:Arg3 | Prior variance. |
c:Arg4 | Offset. |
ω2:Arg5 | Likelihood variance. |