update_linear_normal_inverse_gamma_gaussian
function update_linear_normal_inverse_gamma_gaussian(x:Real, a:Real, μ:Real, λ:Real, c:Real, α:Real, β:Real) -> (Real, Real, Real, Real)
Update the parameters of a normal inverse-gamma distribution with a Gaussian likelihood.
- x: The variate.
- a: Scale.
- μ: Prior mean.
- λ: Prior precision.
- c: Offset.
- α: Prior shape of the inverse-gamma.
- β: Prior scale of the inverse-gamma.
Returns: the posterior hyperparameters μ'
, λ'
, α'
and β'
.