logpdf_lazy_linear_matrix_normal_inverse_wishart_multivariate_gaussian


function logpdf_lazy_linear_matrix_normal_inverse_wishart_multivariate_gaussian(x:Expression<Real[_]>, a:Expression<Real[_]>, N:Expression<Real[_,_]>, Λ:Expression<LLT>, c:Expression<Real[_]>, Ψ:Expression<LLT>, k:Expression<Real>) -> Expression<Real>

Observe a Gaussian variate with linear transformation of a matrix-normal-inverse-Wishart prior.

  • x: The variate.
  • a: Scale.
  • N: Prior precision times mean matrix.
  • Λ: Prior precision.
  • c: Offset.
  • Ψ: Prior variance shape.
  • k: Prior degrees of freedom.

Returns: the log probability density.