bayespy.inference.vmp.nodes.wishart.WishartDistribution.compute_moments_and_cgf

WishartDistribution.compute_moments_and_cgf(phi, mask=True)[source]

Return moments and cgf for given natural parameters

\langle u \rangle = \begin{bmatrix} \phi_2 (-\phi_1)^{-1} \\ -\log|-\phi_1| + \psi_k(\phi_2) \end{bmatrix} \\ g(\phi) = \phi_2 \log|-\phi_1| - \log \Gamma_k(\phi_2)