MultivariateNormalInverseWishartMultivariateGaussianDistribution
class MultivariateNormalInverseWishartMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(a:Arg1, ν:Arg2, λ:Arg3, Γ:Arg4, k:Arg5, c:Arg6, ω2:Arg7) < Distribution<Real[_]>
Multivariate Gaussian with linear transformation of a multivariate-normal-inverse-Wishart prior.
Member Variables
Name | Description |
---|---|
a:Arg1 | Scale. |
ν:Arg2 | Concentration times mean. |
λ:Arg3 | Concentration. |
Γ:Arg4 | Accumulator of spread. |
k:Arg5 | Degrees of freedom. |
c:Arg6 | Offset. |
ω2:Arg7 | Likelihood scale. |