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final class MatrixNormalInverseWishartDistribution<Arg1, Arg2, Arg3, Arg4>(N:Arg1, Λ:Arg2, Γ:Arg3, k:Arg4) < Distribution<Real[_,_]>

Matrix normal-inverse-Wishart distribution.


This class does not inherit from MatrixTDistribution, as it is typically used for a random variable that is marginalized out.

Member Variables

Name Description
N:Arg1 Among-row concentration times mean.
Λ:Arg2 Among-row concentration.
Γ:Arg3 Accumulator for among-column spread.
k:Arg4 Among-column degrees of freedom.