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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.