update_linear_matrix_normal_inverse_wishart_multivariate_gaussian
function update_linear_matrix_normal_inverse_wishart_multivariate_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.
- N: Prior precision times mean matrix.
- Λ: Prior precision.
- a: Scale.
- c: Offset.
- V: Prior variance shape.
- k: Prior degrees of freedom.
Returns: the posterior hyperparameters N'
, Λ'
, V'
and k'
.