downdate_matrix_normal_inverse_wishart
function downdate_matrix_normal_inverse_wishart(X:Real[_,_], N:Real[_,_], Λ:LLT, V':Real[_,_], k':Real) -> (Real[_,_], Real)
Downdate the parameters of a matrix normal-inverse-Wishart variate.
- X: The variate.
- N': Precision times mean.
- Λ: Precision.
- V': Posterior variance shape.
- k': Posterior degrees of freedom.
Returns: the prior hyperparameters V
and k
.