update_matrix_normal_inverse_wishart
function update_matrix_normal_inverse_wishart(X:Real[_,_], N:Real[_,_], Λ:LLT, V:Real[_,_], k:Real) -> (Real[_,_], Real)
Update the parameters of a matrix normal-inverse-Wishart variate.
- X: The variate.
- N: Precision times mean.
- Λ: Precision.
- V: Prior variance shape.
- k: Prior degrees of freedom.
Returns: the posterior hyperparameters V'
and k'
.