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MatrixNormalInverseWishartMatrixGaussianDistribution


final class MatrixNormalInverseWishartMatrixGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(N:Arg1, Λ:Arg2, Ψ:Arg3, k:Arg4, U:Arg5) < Distribution<Real[_,_]>

Matrix normal-inverse-Wishart-Gaussian 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.
U:Arg5 Among-row covariance.