# simulate_ridge

function simulate_ridge(N:Real[_,_], Λ:LLT, α:Real, γ:Real[_]) -> (Real[_,_], Real[_])

Simulate ridge regression parameters.

• N: Prior precision times mean for weights, where each column represents the mean of the weight for a separate output.
• Λ: Common prior precision.
• α: Common prior weight and likelihood covariance shape.
• β: Prior covariance scale accumulators.

Returns: Matrix of weights and vector of variances, where each column in the matrix and element in the vector corresponds to a different output in the regression.