MultivariateNormalInverseGammaGaussianDistribution
final class MultivariateNormalInverseGammaGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(a:Arg1, ν:Arg2, Λ:Arg3, k:Arg4, γ:Arg5, c:Arg6, ω2:Arg7) < Distribution<Real>
Gaussian distribution with linear transformation of multivariate normal-inverse-gamma prior.
Member Variables
| Name | Description |
|---|---|
| a:Arg1 | Scale. |
| ν:Arg2 | Precision times mean. |
| Λ:Arg3 | Precision. |
| k:Arg4 | Prior degrees of freedom. |
| γ:Arg5 | Prior scale. |
| c:Arg6 | Offset. |
| ω2:Arg7 | Likelihood variance scale. |