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
.