logpdf_linear_matrix_normal_inverse_wishart_multivariate_gaussian

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function logpdf_linear_matrix_normal_inverse_wishart_multivariate_gaussian(x:Real[_], a:Real[_], N:Real[_,_], Λ:LLT, c:Real[_], Ψ:LLT, k:Real) -> 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.