Iterated Inverse G-Wishart fragment update

Iterated Inverse G-Wishart fragment update

Usage

IteratedInverseGWishartFragment(G, xi, eta1_in, eta2_in)

Arguments

G

The graph matrix.

xi

The prior shape.

eta1_in

A d + 1 x 1 vector.

eta2_in

A d + 1 x 1 vector.