logpdf_lazy_matrix_normal_inverse_wishart


function logpdf_lazy_matrix_normal_inverse_wishart(X:Expression<Real[_,_]>, N:Expression<Real[_,_]>, Λ:Expression<LLT>, Ψ:Expression<LLT>, k:Expression<Real>) -> Expression<Real>

Observe a matrix normal-inverse-Wishart variate.

  • X: The variate.
  • N: Precision times mean matrix.
  • Λ: Precision.
  • Ψ: Prior variance shape.
  • k: Prior degrees of freedom.

Returns: the log probability density.