cdf_linear_multivariate_normal_inverse_gamma_gaussian


function cdf_linear_multivariate_normal_inverse_gamma_gaussian(x:Real, a:Real[_], ν:Real[_], Λ:LLT, c:Real, α:Real, γ:Real) -> Real

CDF of a Gaussian variate with a multivariate linear normal inverse-gamma prior with linear transformation.

  • x: The variate.
  • a: Scale.
  • ν: Precision times mean.
  • Λ: Precision.
  • c: Offset.
  • α: Shape of the inverse-gamma.
  • γ: Scale accumulator of the inverse-gamma.

Return: the cumulative probability.