logpdf_matrix_normal_inverse_wishart
function logpdf_matrix_normal_inverse_wishart(X:Real[_,_], N:Real[_,_], Λ:LLT, Ψ:LLT, k:Real) -> Real
Observe a matrix normal-inverse-Wishart variate.
- X: The variate.
- N: Precision times mean matrix.
- Λ: Precision.
- Ψ: Prior variance shape.
- k: Prior degrees of freedom.
Returns: the log probability density.