update_linear_multivariate_normal_inverse_gamma_multivariate_gaussian
function update_linear_multivariate_normal_inverse_gamma_multivariate_gaussian(x:Real[_], A:Real[_,_], ν:Real[_], Λ:LLT, c:Real[_], α:Real, γ:Real) -> (Real[_], LLT, Real, Real)
Update the parameters of a normal inverse-gamma distribution with a linear transformation and multivariate Gaussian likelihood.
- x: The variate.
- A: Scale.
- ν: Prior precision times mean.
- Λ: Prior precision.
- c: Offset.
- α: Prior shape of the inverse-gamma.
- γ: Prior scale accumulator.
Returns: the posterior hyperparameters μ'
, Λ'
, γ'
, α'
and β'
.