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MultivariateNormalInverseGammaGaussianDistribution


final class MultivariateNormalInverseGammaGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(a:Arg1, ν:Arg2, Λ:Arg3, k:Arg4, γ:Arg5, c:Arg6, ω2:Arg7) < Distribution<Real>

Gaussian distribution with linear transformation of multivariate normal-inverse-gamma prior.

Member Variables

Name Description
a:Arg1 Scale.
ν:Arg2 Precision times mean.
Λ:Arg3 Precision.
k:Arg4 Prior degrees of freedom.
γ:Arg5 Prior scale.
c:Arg6 Offset.
ω2:Arg7 Likelihood variance scale.