MatrixNormalInverseWishartMultivariateGaussianDistribution
class MatrixNormalInverseWishartMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(a:Arg1, N:Arg2, Λ:Arg3, Γ:Arg4, k:Arg5, c:Arg6, φ2:Arg7) < Distribution<Real[_]>
Multivariate 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 conentration. |
| Γ:Arg4 | Accumulator for among-column spread. |
| k:Arg5 | Degrees of freedom. |
| c:Arg6 | Offset. |
| φ2:Arg7 | Additional variance scale. |