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.