downdate_matrix_normal_inverse_gamma

function downdate_matrix_normal_inverse_gamma(X:Real[_,_], N:Real[_,_], Λ:LLT, α':Real, β':Real[_]) -> (Real, Real[_])

Downdate the parameters of a matrix normal-inverse-gamma variate.

• X: The variate.
• N: Precision times mean.
• Λ: Precision.
• α': Posterior variance shape.
• β': Posterior variance scales.

Returns: the prior hyperparameters α and β.