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LinearMultivariateNormalInverseGammaGaussianDistribution


final class LinearMultivariateNormalInverseGammaGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(a:Arg1, ν:Arg2, Λ:Arg3, α:Arg4, β:Arg5, c:Arg6, s2:Arg7) < Distribution<Real>

Multivariate linear-normal-inverse-gamma-Gaussian distribution.

Member Variables

Name Description
a:Arg1 Scale.
ν:Arg2 Prior precision times mean.
Λ:Arg3 Prior precision.
α:Arg4 Prior shape.
β:Arg5 Prior scale.
c:Arg6 Offset.
s2:Arg7 Likelihood variance scale.