LinearRegressionModel
class LinearRegressionModel < Model
Bayesian linear regression model with conjugate normal-inverse-gamma prior.
Member Variables
| Name | Description |
|---|---|
| X:Real[_,_] | Explanatory variables. |
| β:Random<Real[_]> | Regression coefficients. |
| σ2:Random<Real> | Observation variance. |
| y:Random<Real[_]> | Observations. |