Pdf multivariate dot normal inverse gamma gaussian

function pdf_multivariate_dot_normal_inverse_gamma_gaussian(x:Real, a:Real[_], μ:Real[_], c:Real, Λ:LLT, α:Real, β:Real) -> Real

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

  • x: The variate.
  • a: Scale.
  • μ: Mean.
  • c: Offset.
  • Λ: Precision.
  • α: Shape of the inverse-gamma.
  • β: Scale of the inverse-gamma.

Return: the probability density.