MatrixNormalInverseWishartDistribution
final class MatrixNormalInverseWishartDistribution<Arg1, Arg2, Arg3, Arg4>(N:Arg1, Λ:Arg2, Γ:Arg3, k:Arg4) < Distribution<Real[_,_]>
Matrix normal-inverse-Wishart distribution.
Note
This class does not inherit from MatrixTDistribution, as it is typically used for a random variable that is marginalized out.
Member Variables
| Name | Description |
|---|---|
| N:Arg1 | Among-row concentration times mean. |
| Λ:Arg2 | Among-row concentration. |
| Γ:Arg3 | Accumulator for among-column spread. |
| k:Arg4 | Among-column degrees of freedom. |