logpdf_matrix_gaussian
function logpdf_matrix_gaussian(X:Real[_,_], M:Real[_,_], U:Real[_,_], V:Real[_,_]) -> Real
Observe a matrix Gaussian distribution.
- X: The variate.
- M: Mean.
- U: Among-row covariance.
- V: Among-column covariance.
Returns: the log probability density.
function logpdf_matrix_gaussian(X:Real[_,_], M:Real[_,_], U:Real[_,_], σ2:Real[_]) -> Real
Observe a matrix Gaussian distribution with independent columns.
- X: The variate.
- M: Mean.
- U: Among-row covariance.
- σ2: Among-column variances.
Returns: the log probability density.