MatrixNormalInverseWishartMatrixGaussianDistribution
class MatrixNormalInverseWishartMatrixGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(A:Arg1, N:Arg2, Λ:Arg3, Γ:Arg4, k:Arg5, C:Arg6, Φ:Arg7) < Distribution<Real[_,_]>
Matrix Gaussian distribution with linear transformation of matrix-normal-inverse-Wishart prior.
Member Variables
Name | Description |
---|---|
A:Arg1 | Scale. |
N:Arg2 | Among-row concentration times mean. |
Λ:Arg3 | Among-row concentration. |
Γ:Arg4 | Accumulator for among-column spread. |
k:Arg5 | Degrees of freedom. |
C:Arg6 | Offset. |
Φ:Arg7 | Additional among-row spread. |