logpdf_matrix_normal_inverse_gamma_matrix_gaussian

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

Observe a Gaussian variate with matrix normal inverse-gamma prior.

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

Returns: the log probability density.