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Normal-Inverse-Wishart Distribution

Open pmcvay opened this issue 4 years ago • 0 comments

There seemed to be some talk of a normal-inverse-wishart distribution back in 2014ish. Has it been implemented in Distributions.jl? I would like to define the distribution, sample from it, and perhaps takes marginal distributions

pmcvay avatar Dec 20 '21 22:12 pmcvay