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.