update_lazy_normal_inverse_gamma


function update_lazy_normal_inverse_gamma(x:Expression<Real>, μ:Expression<Real>, λ:Expression<Real>, α:Expression<Real>, β:Expression<Real>) -> (Expression<Real>, Expression<Real>)

Update the parameters of an inverse-gamma distribution that is part of a normal inverse-gamma joint distribution.

  • x: The variate.
  • μ: Mean.
  • λ: Precision.
  • α: Prior shape of the inverse-gamma.
  • β: Prior scale of the inverse-gamma.

Returns: the posterior hyperparameters α' and β'.