pdf_multivariate_normal_inverse_gamma_gaussian

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

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

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

Return: the probability density.