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MatrixNormalInverseWishartDistribution


final class MatrixNormalInverseWishartDistribution<Arg1, Arg2, Arg3, Arg4>(N:Arg1, Λ:Arg2, Ψ:Arg3, k:Arg4) < Distribution<Real[_,_]>

Matrix normal-inverse-Wishart distribution.

Member Variables

Name Description
N:Arg1 Among-row precision times mean.
Λ:Arg2 Among-row precision.
Ψ:Arg3 Among-column covariance scale.
k:Arg4 Among-column covariance degrees of freedom.