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