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)