update_normal_inverse_gamma_gaussian
function update_normal_inverse_gamma_gaussian(x:Real, μ:Real, λ: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.
- μ: Mean.
- λ: Precision.
- α: Prior shape of the inverse-gamma.
- β: Prior scale of the inverse-gamma.
Returns: the posterior hyperparameters μ'
, λ'
, α'
and β'
.