logpdf_linear_matrix_normal_inverse_wishart_multivariate_gaussian


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.