simulate_multivariate_linear_normal_inverse_gamma_gaussian

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

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

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