downdate_matrix_normal_inverse_wishart_matrix_gaussian

function downdate_matrix_normal_inverse_wishart_matrix_gaussian(X:Real[_,_], N':Real[_,_], Λ':LLT, V':Real[_,_], k':Real) -> (Real[_,_], LLT, Real[_,_], Real)

Downdate the parameters of a Gaussian variate with matrix-normal-inverse-Wishart prior.

• x: The variate.
• N': Posterior precision times mean matrix.
• Λ': Posterior precision.
• V': Posterior variance shape.
• k': Posterior degrees of freedom.

Returns: the prior hyperparameters N, Λ, V and k.