simulate_linear_normal_inverse_gamma_gaussian

function simulate_linear_normal_inverse_gamma_gaussian(a:Real, μ:Real, c:Real, a2:Real, α:Real, β:Real) -> Real

Simulate a Gaussian distribution with a normal inverse-gamma prior.

  • a: Scale.
  • μ: Mean.
  • c: Offset.
  • a2: Variance.
  • α: Shape of the inverse-gamma.
  • β: Scale of the inverse-gamma.