update_inverse_gamma_gamma

function update_inverse_gamma_gamma(x:Real, k:Real, α:Real, β:Real) -> (Real, Real)

Update the parameters of an inverse-gamma distribution with a gamma likelihood.

  • x: The variate.
  • k: Shape of the gamma.
  • α: Prior shape of the inverse-gamma.
  • β: Prior scale of the inverse-gamma.

Returns: the posterior hyperparameters α' and β'.