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.