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.