pdf_multivariate_linear_normal_inverse_gamma_gaussian

function pdf_multivariate_linear_normal_inverse_gamma_gaussian(x:Real[_], A:Real[_,_], μ:Real[_], c:Real[_], Λ:Real[_,_], α:Real, β:Real) -> Real

PDF of a multivariate Gaussian variate with a multivariate normal inverse-gamma prior with linear transformation.

  • x: The variate.
  • A: Scale.
  • μ: Mean.
  • c: Offset.
  • Λ: Precision.
  • α: Shape of the inverse-gamma.
  • β: Scale of the inverse-gamma.

Return: the probability density.