simulate_multivariate_dot_normal_inverse_gamma_gaussian

function simulate_multivariate_dot_normal_inverse_gamma_gaussian(a:Real[_], μ:Real[_], c:Real, Λ:LLT, α:Real, β:Real) -> Real

Simulate a Gaussian distribution with a multivariate dot normal inverse-gamma prior.

  • a: Scale.
  • μ: Mean.
  • c: Offset.
  • Λ: Precision.
  • α: Shape of the inverse-gamma.
  • β: Scale of the inverse-gamma.