quantile_linear_multivariate_normal_inverse_gamma_gaussian


function quantile_linear_multivariate_normal_inverse_gamma_gaussian(P:Real, a:Real[_], ν:Real[_], Λ:LLT, c:Real, α:Real, γ:Real) -> Real

Quantile of a Gaussian distribution with a multivariate linear normal inverse-gamma prior with linear transformation.

  • P: The cumulative probability.
  • a: Scale.
  • ν: Precision times mean.
  • Λ: Precision.
  • c: Offset.
  • α: Shape of the inverse-gamma.
  • γ: Scale accumulator of the inverse-gamma.

Return: the quantile.