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.