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.