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.