update_lazy_multivariate_normal_inverse_gamma


function update_lazy_multivariate_normal_inverse_gamma(x:Expression<Real[_]>, ν:Expression<Real[_]>, Λ:Expression<LLT>, α:Expression<Real>, β:Expression<Real>) -> (Expression<Real>, Expression<Real>)

Update the parameters of an inverse-gamma distribution with a linear scaling and Gaussian likelihood.

  • x: The variate.
  • ν: Precision times mean.
  • Λ: Precision.
  • α: Prior shape of the inverse-gamma.
  • β: Prior scale of the inverse-gamma.

Returns: the posterior hyperparameters α' and β'.