update_linear_multivariate_normal_inverse_gamma_multivariate_gaussian

function update_linear_multivariate_normal_inverse_gamma_multivariate_gaussian(x:Real[_], A:Real[_,_], ν:Real[_], Λ:LLT, c:Real[_], α:Real, γ:Real) -> (Real[_], LLT, Real, Real)

Update the parameters of a normal inverse-gamma distribution with a multivariate Gaussian likelihood and scaling.

  • x: The variate.
  • A: Scale.
  • ν: Prior precision times mean.
  • Λ: Prior precision.
  • c: Offset.
  • α: Prior shape of the inverse-gamma.
  • γ: Prior scale accumulator.

Returns: the posterior hyperparameters μ', Λ', γ', α' and β'.