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'
.