function pdf_linear_multivariate_normal_inverse_gamma_multivariate_gaussian(x:Real[_], A:Real[_,_], ν:Real[_], c:Real[_], Λ:LLT, α:Real, γ:Real) -> Real

PDF of a multivariate Gaussian variate with a multivariate normal inverse-gamma prior with linear transformation.

  • x: The variate.
  • A: Scale.
  • ν: Precision times mean.
  • c: Offset.
  • Λ: Precision.
  • α: Shape of the inverse-gamma.
  • γ: Scale accumulator of the inverse-gamma.

Return: the probability density.