downdate_multivariate_normal_inverse_gamma

function downdate_multivariate_normal_inverse_gamma(x:Real[_], μ:Real[_], Λ:Real[_,_], α':Real, β':Real) -> (Real, Real)

Downdate the parameters of an inverse-gamma distribution that is part of a multivariate normal inverse-gamma joint distribution.

  • x: The variate.
  • μ: Mean.
  • Λ: Precision.
  • α': Posterior shape of the inverse-gamma.
  • β': Posterior scale of the inverse-gamma.

Returns: the prior hyperparameters α and β.