simulate_linear_matrix_normal_inverse_wishart_multivariate_gaussian

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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.