update_inverse_gamma_multivariate_gaussian

function update_inverse_gamma_multivariate_gaussian(x:Real[_], μ:Real[_], α:Real, β:Real) -> (Real, Real)

Update the parameters of an inverse-gamma distribution with a Gaussian likelihood.

  • x: The variate.
  • μ: Mean.
  • α: Prior shape of the inverse-gamma.
  • β: Prior scale of the inverse-gamma.

Returns: the posterior hyperparameters α' and β'.