sampleSig2 {EDISON}

R Documentation

Sample initial sigma squared.

Description

This function samples the initial values for the sigma squared variance from the inverse gamma prior.

Usage

sampleSig2(y, Px, v0, gamma0)

Arguments

y	Input data.
Px	Projection matrix.
v0	Inverse gamma prior hyperparameter.
gamma0	Inverse gamma prior hyperparameter.

Value

The sampled sigma squared values.

Author(s)

Sophie Lebre

References

For more information about the model, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

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