Skip to content

LinearMultivariateGaussianGaussianDistribution


final class LinearMultivariateGaussianGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(a:Arg1, μ:Arg2, Σ:Arg3, c:Arg4, s2:Arg5) < Distribution<Real>

Multivariate linear-Gaussian-Gaussian distribution.

Member Variables

Name Description
a:Arg1 Scale.
μ:Arg2 Prior mean.
Σ:Arg3 Prior covariance.
c:Arg4 Offset.
s2:Arg5 Likelihood variance.