MultivariateNormalInverseWishartDistribution
final class MultivariateNormalInverseWishartDistribution<Arg1, Arg2, Arg3, Arg4>(ν:Arg1, λ:Arg2, Γ:Arg3, k:Arg4) < Distribution<Real[_]>
Multivariate normal-inverse-Wishart distribution.
Member Variables
Name | Description |
---|---|
ν:Arg1 | Concentration times mean. |
λ:Arg2 | Concentration. |
Γ:Arg3 | Accumulator for spread. |
k:Arg4 | Degrees of freedom. |