update_multivariate_normal_inverse_gamma_gaussian

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

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

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

Returns: the updated parameters μ, Σ, α and β.