update_lazy_linear_multivariate_normal_inverse_gamma_gaussian
function update_lazy_linear_multivariate_normal_inverse_gamma_gaussian(x:Expression<Real>, a:Expression<Real[_]>, ν:Expression<Real[_]>, Λ:Expression<LLT>, c:Expression<Real>, α:Expression<Real>, γ:Expression<Real>) -> (Expression<Real[_]>, Expression<LLT>, Expression<Real>, Expression<Real>)
Update the parameters of a normal inverse-gamma distribution with a linear transformation involving a dot product, and Gaussian likelihood.
- x: The variate.
- A: Scale.
- ν: Prior precision times mean.
- Λ: Prior precision.
- c: Offset.
- α: Prior shape of the inverse-gamma.
- γ: Prior scale accumulator.
Returns: the posterior hyperparameters μ'
, Λ'
, γ'
, α'
and β'
.