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LinearMultivariateNormalInverseGammaMultivariateGaussianDistribution


final class LinearMultivariateNormalInverseGammaMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(A:Arg1, ν:Arg2, Λ:Arg3, α:Arg4, β:Arg5, c:Arg6, Σ:Arg7) < Distribution<Real[_]>

Linear-normal-inverse-gamma-Gaussian distribution where components have independent and identical variance.

Member Variables

Name Description
A:Arg1 Scale.
ν:Arg2 Precision times mean.
Λ:Arg3 Precision.
α:Arg4 Variance shape.
β:Arg5 Variance scale accumulator.
c:Arg6 Offset.
Σ:Arg7 Likelihood covariance scale.