logpdf_lazy_multivariate_normal_inverse_gamma_multivariate_gaussian


function logpdf_lazy_multivariate_normal_inverse_gamma_multivariate_gaussian(x:Expression<Real[_]>, ν:Expression<Real[_]>, Λ:Expression<LLT>, α:Expression<Real>, γ:Expression<Real>) -> Expression<Real>

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

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

Returns: the log probability density.