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.