downdate_linear_matrix_normal_inverse_gamma_matrix_gaussian

function downdate_linear_matrix_normal_inverse_gamma_matrix_gaussian(X:Real[_,_], A:Real[_,_], N':Real[_,_], C:Real[_,_], Λ':LLT, α':Real, γ':Real[_]) -> (Real[_,_], LLT, Real, Real[_])

Downdate the parameters of a Gaussian variate with linear transformation of matrix-normal-inverse-gamma prior.

• x: The variate.
• A: Scale.
• N': Posterior precision times mean matrix.
• C: Offset.
• Λ': Posterior precision.
• α': Posterior variance shape.
• γ': Posterior squared sum accumulators.

Returns: the prioor hyperparameters N, Λ, α and γ.