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LinearMatrixNormalInverseWishartMatrixGaussian


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

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

Factory Functions

Name Description
LinearMatrixNormalInverseWishartMatrixGaussian

Member Variables

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

Factory Function Details

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