update_lazy_linear_normal_inverse_gamma_gaussian


function update_lazy_linear_normal_inverse_gamma_gaussian(x:Expression<Real>, a:Expression<Real>, μ:Expression<Real>, λ:Expression<Real>, c:Expression<Real>, α:Expression<Real>, β:Expression<Real>) -> (Expression<Real>, Expression<Real>, Expression<Real>, Expression<Real>)

Update the parameters of a normal inverse-gamma distribution with a Gaussian likelihood.

  • x: The variate.
  • a: Scale.
  • μ: Prior mean.
  • λ: Prior precision.
  • c: Offset.
  • α: Prior shape of the inverse-gamma.
  • β: Prior scale of the inverse-gamma.

Returns: the posterior hyperparameters μ', λ', α' and β'.