MultivariateNormalInverseGammaMultivariateGaussianDistribution
class MultivariateNormalInverseGammaMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(A:Arg1, ν:Arg2, Λ:Arg3, k:Arg4, γ:Arg5, c:Arg6, Ω:Arg7) < Distribution<Real[_]>
Multivariate 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 | Degrees of freedom. |
γ:Arg5 | Variance scale. |
c:Arg6 | Offset. |
Ω:Arg7 | Covariance scale. |