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