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MultivariateNormalInverseGammaMultivariateGaussianDistribution


final class MultivariateNormalInverseGammaMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(ν:Arg1, Λ:Arg2, α:Arg3, β:Arg4, Σ:Arg5) < Distribution<Real[_]>

Multivariate normal-inverse-gamma-Gaussian distribution.

Member Variables

Name Description
ν:Arg1 Precision times mean.
Λ:Arg2 Precision.
α:Arg3 Variance shape.
β:Arg4 Variance scale.
Σ:Arg5 Covariance.