logpdf_matrix_normal_inverse_wishart_matrix_gaussian

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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.