simulate_linear_matrix_normal_inverse_wishart_matrix_gaussian

function simulate_linear_matrix_normal_inverse_wishart_matrix_gaussian(A:Real[_,_], N:Real[_,_], C:Real[_,_], Λ:LLT, Ψ:Real[_,_], k:Real) -> Real[_,_]

Simulate a Gaussian distribution with linear transformation of a matrix-normal-inverse-Wishart prior.

  • A: Scale.
  • N: Precision times mean matrix.
  • C: Offset.
  • Λ: Precision.
  • Ψ: Variance shape.
  • k: Degrees of freedom.