function logpdf_linear_matrix_normal_inverse_wishart_matrix_gaussian(X:Real[_,_], A:Real[_,_], N:Real[_,_], Λ:LLT, C:Real[_,_], Ψ:Real[_,_], k:Real) -> Real

Observe a Gaussian variate with linear transformation of a matrix-normal-inverse-Wishart prior.

  • X: The variate.
  • A: Scale.
  • N: Prior precision times mean matrix.
  • Λ: Prior precision.
  • C: Offset.
  • Ψ: Prior variance shape.
  • k: Prior degrees of freedom.

Returns: the log probability density.