downdate_linear_gaussian_gaussian

function downdate_linear_gaussian_gaussian(x:Real, a:Real, μ':Real, λ':Real, c:Real, l:Real) -> (Real, Real)

Downdate the parameters of a Gaussian distribution with a Gaussian likelihood and scaling.

  • x: The variate.
  • a: Scale.
  • μ': Posterior mean.
  • λ': Posterior variance.
  • c: Offset.
  • l: Likelihood precision.

Returns: the prior hyperparameters μ and λ.