simulate_linear_multivariate_normal_inverse_gamma_multivariate_gaussian

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

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

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