simulate_linear_multivariate_normal_inverse_gamma_multivariate_gaussian
function simulate_linear_multivariate_normal_inverse_gamma_multivariate_gaussian(A:Real[_,_], ν:Real[_], Λ:LLT, c:Real[_], α:Real, γ:Real) -> Real[_]
Simulate a multivariate Gaussian distribution with a linear transformation of a multivariate linear normal inverse-gamma prior.
- A: Scale.
- ν: Precision times mean.
- Λ: Precision.
- c: Offset.
- α: Shape of the inverse-gamma.
- γ: Scale accumulator of the inverse-gamma.