simulate_multivariate_normal_inverse_gamma_gaussian

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

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

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