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'
.