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LinearMatrixNormalInverseGammaMatrixGaussian


final class LinearMatrixNormalInverseGammaMatrixGaussian(A:Expression<Real[_,_]>, M:MatrixNormalInverseGamma, C:Expression<Real[_,_]>) < Distribution<Real[_,_]>

Matrix Gaussian variate with linear transformation of matrix-normal-inverse-gamma prior.

Factory Functions

Name Description
LinearMatrixNormalInverseGammaMatrixGaussian

Member Variables

Name Description
A:Expression<Real[_,_]> Scale.
M:MatrixNormalInverseGamma Mean.
C:Expression<Real[_,_]> Offset.

Factory Function Details

function LinearMatrixNormalInverseGammaMatrixGaussian(A:Expression<Real[_,_]>, M:MatrixNormalInverseGamma, C:Expression<Real[_,_]>) -> LinearMatrixNormalInverseGammaMatrixGaussian