simulate_multivariate_normal_inverse_gamma_multivariate_gaussian

function simulate_multivariate_normal_inverse_gamma_multivariate_gaussian(ν:Real[_], Λ:LLT, α:Real, γ:Real) -> Real[_]

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

• ν: Precision times mean.
• Λ: Precision.
• α: Shape of the inverse-gamma.
• β: Scale of the inverse-gamma.
• γ: Scale accumulator of the inverse-gamma.