simulate_multivariate_normal_inverse_gamma

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

Simulate a multivariate normal inverse-gamma distribution.

  • μ: Mean.
  • Λ: Precision.
  • α: Shape of inverse-gamma on scale.
  • β: Scale of inverse-gamma on scale.