update_lazy_linear_matrix_normal_inverse_wishart_matrix_gaussian

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function update_lazy_linear_matrix_normal_inverse_wishart_matrix_gaussian(X:Expression<Real[_,_]>, A:Expression<Real[_,_]>, N:Expression<Real[_,_]>, Λ:Expression<LLT>, C:Expression<Real[_,_]>, V:Expression<LLT>, k:Expression<Real>) -> (Expression<Real[_,_]>, Expression<LLT>, Expression<LLT>, Expression<Real>)

Update the parameters of a Gaussian variate with linear transformation of matrix-normal-inverse-Wishart prior.

• X: The variate.
• A: Scale.
• N: Prior precision times mean matrix.
• Λ: Prior precision.
• C: Offset.
• V: Prior variance shape.
• k: Prior degrees of freedom.

Returns: the posterior hyperparameters N', Λ', V' and k'.