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MatrixNormalInverseWishart


final class MatrixNormalInverseWishart(M:Expression<Real[_,_]>, U:Expression<LLT>, V:InverseWishart) < Distribution<Real[_,_]>

Matrix normal-inverse-Wishart distribution.

Factory Functions

Name Description
MatrixNormalInverseWishart

Member Variables

Name Description
Λ:Expression<LLT> Among-row precision.
N:Expression<Real[_,_]> Among-row precision times mean.
V:InverseWishart Among-column covariance.

Factory Function Details

function MatrixNormalInverseWishart(M:Expression<Real[_,_]>, U:Expression<LLT>, V:InverseWishart) -> MatrixNormalInverseWishart