logpdf_linear_multivariate_normal_inverse_gamma_multivariate_gaussian
function logpdf_linear_multivariate_normal_inverse_gamma_multivariate_gaussian(x:Real[_], A:Real[_,_], ν:Real[_], Λ:LLT, c:Real[_], α:Real, γ:Real) -> Real
Observe a multivariate Gaussian variate with a multivariate linear normal inverse-gamma prior with linear transformation.
- x: The variate.
- A: Scale.
- ν: Precision times mean.
- Λ: Precision.
- c: Offset.
- α: Shape of the inverse-gamma.
- γ: Scale accumulator of the inverse-gamma.
Returns: the log probability density.