simulate_linear_matrix_normal_inverse_wishart_multivariate_gaussian


function simulate_linear_matrix_normal_inverse_wishart_multivariate_gaussian(a:Real[_], N:Real[_,_], Λ:LLT, c:Real[_], Ψ:LLT, k:Real) -> Real[_]

Simulate a Gaussian distribution with linear transformation of a matrix-normal-inverse-Wishart prior.

  • a: Scale.
  • N: Precision times mean matrix.
  • Λ: Precision.
  • c: Offset.
  • Ψ: Variance shape.
  • k: Degrees of freedom.