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. |