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final class LinearMatrixNormalInverseWishartMatrixGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(A:Arg1, N:Arg2, Λ:Arg3, Ψ:Arg4, k:Arg5, C:Arg6, U:Arg7) < Distribution<Real[_,_]>

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

Member Variables

Name Description
A:Arg1 Scale.
N:Arg2 Among-row precision times mean.
Λ:Arg3 Among-row precision.
Ψ:Arg4 Among-column covariance scale.
k:Arg5 Among-column covariance degrees of freedom.
C:Arg6 Offset.
U:Arg7 Among-row covariance.