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.

function logpdf_matrix_gaussian(X:Real[_,_], M:Real[_,_], V:Real[_,_]) -> Real

Observe a matrix Gaussian distribution with independent rows.

• X: The variate.
• M: Mean.
• V: Among-column covariance.

Returns: the log probability density.

function logpdf_matrix_gaussian(X:Real[_,_], M:Real[_,_], σ2:Real[_]) -> Real

Observe a matrix Gaussian distribution with independent elements.

• X: The variate.
• M: Mean.
• σ2: Among-column variances.

Returns: the log probability density.