update_linear_gaussian_gaussian


function update_linear_gaussian_gaussian(x:Real, a:Real, μ:Real, σ2:Real, c:Real, s2:Real) -> (Real, Real)

Update the parameters of a Gaussian distribution with a Gaussian likelihood and scaling.

  • x: The variate.
  • a: Scale.
  • μ: Prior mean.
  • σ2: Prior variance.
  • c: Offset.
  • s2: Likelihood variance.

Returns: the posterior hyperparameters μ' and λ'.