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MultivariateNormalInverseGammaMultivariateGaussianDistribution


class MultivariateNormalInverseGammaMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6, Arg7>(A:Arg1, ν:Arg2, Λ:Arg3, k:Arg4, γ:Arg5, c:Arg6, Ω:Arg7) < Distribution<Real[_]>

Multivariate 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 Degrees of freedom.
γ:Arg5 Variance scale.
c:Arg6 Offset.
Ω:Arg7 Covariance scale.