logpdf_matrix_normal_inverse_gamma

function logpdf_matrix_normal_inverse_gamma(X:Real[_,_], N:Real[_,_], Λ:LLT, α:Real, γ:Real[_]) -> Real

Observe a matrix normal-inverse-gamma variate.

  • X: The variate.
  • N: Precision times mean matrix.
  • Λ: Precision.
  • α: Variance shape.
  • γ: Variance scale accumulators.

Returns: the log probability density.