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'.