simulate_matrix_normal_inverse_wishart_matrix_gaussian

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

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

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