quantile_linear_normal_inverse_gamma_gaussian

function quantile_linear_normal_inverse_gamma_gaussian(p:Real, a:Real, μ:Real, a2:Real, c:Real, α:Real, β:Real) -> Real

Quantile of a Gaussian distribution with a normal inverse-gamma prior with linear transformation.

  • p: The cumulative probability.
  • a: Scale.
  • μ: Mean.
  • a2: Variance.
  • c: Offset.
  • α: Shape of the inverse-gamma.
  • β: Scale of the inverse-gamma.

Return: the quantile.