update_linear_matrix_normal_inverse_wishart_matrix_gaussian
function update_linear_matrix_normal_inverse_wishart_matrix_gaussian(X:Real[_,_], A:Real[_,_], N:Real[_,_], Λ:LLT, C:Real[_,_], V:LLT, k:Real) -> (Real[_,_], LLT, LLT, Real)
Update the parameters of a Gaussian variate with linear transformation of matrix-normal-inverse-Wishart prior.
- X: The variate.
- A: Scale.
- N: Prior precision times mean matrix.
- Λ: Prior precision.
- C: Offset.
- V: Prior variance shape.
- k: Prior degrees of freedom.
Returns: the posterior hyperparameters N'
, Λ'
, V'
and k'
.