simulate_matrix_normal_inverse_wishart

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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.