Skip to content

ScaledMultivariateNormalInverseGammaMultivariateGaussianDistribution


final class ScaledMultivariateNormalInverseGammaMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5, Arg6>(A:Arg1, ν:Arg2, Λ:Arg3, α:Arg4, β:Arg5, Σ:Arg6) < Distribution<Real[_]>

Scaled-normal-inverse-gamma-Gaussian distribution where components have independent and identical variance.

Member Variables

Name Description
A:Arg1 Scale.
ν:Arg2 Precision times mean.
Λ:Arg3 Precision.
α:Arg4 Variance shape.
β:Arg5 Variance scale.
Σ:Arg6 Covariance scale.