update_multivariate_inverse_gamma_gaussian

function update_multivariate_inverse_gamma_gaussian(x:Real[_], μ:Real[_], α:Real, β:Real) -> (Real, Real)

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

  • x: The variate.
  • μ: Mean.
  • α: Shape of the inverse-gamma.
  • β: Scale of the inverse-gamma.

Returns: the updated parameters α and β.