simulate_matrix_normal_inverse_gamma
function simulate_matrix_normal_inverse_gamma(N:Real[_,_], Λ:LLT, α:Real, β:Real[_]) -> Real[_,_]
Simulate a matrix normal-inverse-gamma distribution.
- N: Precision times mean matrix.
- Λ: Precision.
- α: Variance shape.
- β: Variance scales.