NormalInverseGammaGaussianDistribution
final class NormalInverseGammaGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(a:Arg1, ν:Arg2, λ:Arg3, k:Arg4, γ:Arg5, c:Arg6, s2:Arg7) < Distribution<Real>
Gaussian distribution with linear transformation of 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 | Accumulator of variance scale. |
c:Arg6 | Offset. |
s2:Arg7 | Likelihood variance scale. |