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