simulate_matrix_normal_inverse_wishart
function simulate_matrix_normal_inverse_wishart(N:Real[_,_], Λ:LLT, Ψ:LLT, k:Real) -> Real[_,_]
Simulate a matrix normal-inverse-Wishart distribution.
- N: Precision times mean matrix.
- Λ: Precision.
- Ψ: Variance shape.
- k: Degrees of freedom.