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MatrixNormalInverseWishartMultivariateGaussianDistribution


class MatrixNormalInverseWishartMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(a:Arg1, N:Arg2, Λ:Arg3, Γ:Arg4, k:Arg5, c:Arg6, φ2:Arg7) < Distribution<Real[_]>

Multivariate Gaussian distribution with linear transformation of matrix-normal-inverse-Wishart prior.

Member Variables

Name Description
a:Arg1 Scale.
N:Arg2 Among-row concentration times mean.
Λ:Arg3 Among-row conentration.
Γ:Arg4 Accumulator for among-column spread.
k:Arg5 Degrees of freedom.
c:Arg6 Offset.
φ2:Arg7 Additional variance scale.