Multinomial Gaussian and Inverse-Wishart

[ed...@hilearn.io]

Hi all.

I am trying to implement a model to estimate a covariance matrix and need Multinomial Gaussian and Inverse-Wishart distributions.

Do you have any plans of adding them to LibBi?

If not, is there any way of implementing them using the available distributions?

Thanks a lot.

[Sebastian Funk]

For the moment, no, there are no such plans. Depending on what exactly
you're trying to do you might be able to generate multivariate normal
samples from the cholesky decomposition of your covariance matrix and
univariate normal draws.