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MatrixNormalInverseGamma


final class MatrixNormalInverseGamma(M:Expression<Real[_,_]>, Σ:Expression<LLT>, σ2:IndependentInverseGamma) < Distribution<Real[_,_]>

Matrix normal-inverse-gamma distribution.

Factory Functions

Name Description
MatrixNormalInverseGamma

Member Variables

Name Description
Λ:Expression<LLT> Precision.
N:Expression<Real[_,_]> Precision times mean.
α:Expression<Real> Variance shapes.
γ:Expression<Real[_]> Variance scale accumulators.
σ2:IndependentInverseGamma Variance scales.

Factory Function Details

function MatrixNormalInverseGamma(M:Expression<Real[_,_]>, Σ:Expression<LLT>, σ2:IndependentInverseGamma) -> MatrixNormalInverseGamma