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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.