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'.