update_lazy_multivariate_normal_inverse_gamma_multivariate_gaussian


function update_lazy_multivariate_normal_inverse_gamma_multivariate_gaussian(x:Expression<Real[_]>, ν:Expression<Real[_]>, Λ:Expression<LLT>, 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 multivariate Gaussian likelihood.

  • x: The variate.
  • ν: Prior precision times mean.
  • Λ: Prior precision.
  • α: Prior shape of the inverse-gamma.
  • γ: Prior scale accumulator.

Returns: the posterior hyperparameters μ', Λ', α' and γ'.