pdf_multivariate_normal_inverse_gamma

function pdf_multivariate_normal_inverse_gamma(x:Real[_], ν:Real[_], Λ:LLT, α:Real, β:Real) -> Real

PDF of a multivariate normal inverse-gamma variate.

  • x: The variate.
  • ν: Precision times mean.
  • Λ: Precision.
  • α: Shape of inverse-gamma on scale.
  • β: Scale of inverse-gamma on scale.

Return: the probability density.