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GaussianGaussianDistribution


final class GaussianGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(a:Arg1, μ:Arg2, σ2:Arg3, c:Arg4, ω2:Arg5) < GaussianDistribution<Expression<Real>, Expression<Real>>(box(a * μ + c), box(pow(a, 2.0) * σ2 + ω2))

Gaussian distribution with linear transformation of Gaussian prior.

Member Variables

Name Description
a:Arg1 Scale.
μ:Arg2 Prior mean.
σ2:Arg3 Prior variance.
c:Arg4 Offset.
ω2:Arg5 Likelihood variance.