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LinearMatrixNormalInverseWishartMultivariateGaussian


final class LinearMatrixNormalInverseWishartMultivariateGaussian(a:Expression<Real[_]>, M:MatrixNormalInverseWishart, c:Expression<Real[_]>) < Distribution<Real[_]>

Multivariate Gaussian distribution with linear transformation of matrix-normal-inverse-Wishart prior.

Factory Functions

Name Description
LinearMatrixNormalInverseWishartMultivariateGaussian

Member Variables

Name Description
a:Expression<Real[_]> Scale.
M:MatrixNormalInverseWishart Mean.
c:Expression<Real[_]> Offset.

Factory Function Details

function LinearMatrixNormalInverseWishartMultivariateGaussian(a:Expression<Real[_]>, M:MatrixNormalInverseWishart, c:Expression<Real[_]>) -> LinearMatrixNormalInverseWishartMultivariateGaussian