logpdf_lazy_matrix_normal_inverse_gamma_matrix_gaussian


function logpdf_lazy_matrix_normal_inverse_gamma_matrix_gaussian(X:Expression<Real[_,_]>, N:Expression<Real[_,_]>, Λ:Expression<LLT>, α:Expression<Real>, γ:Expression<Real[_]>) -> Expression<Real>

Observe a Gaussian variate with matrix normal inverse-gamma prior.

  • X: The variate.
  • N: Precision times mean matrix.
  • Λ: Precision.
  • α: Variance shape.
  • γ: Variance scale accumulators.

Returns: the log probability density.