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.