quantile_normal_inverse_gamma

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function quantile_normal_inverse_gamma(P:Real, μ:Real, a2:Real, α:Real, β:Real) -> Real

Quantile of a normal inverse-gamma distribution.

• P: The cumulative probability.
• μ: Mean.
• a2: Variance scale.
• α: Shape of inverse-gamma on variance.
• β: Scale of inverse-gamma on variance.

Return: the quantile.