sampleSig2 {EDISON} | R Documentation |
This function samples the initial values for the sigma squared variance from the inverse gamma prior.
sampleSig2(y, Px, v0, gamma0)
y |
Input data. |
Px |
Projection matrix. |
v0 |
Inverse gamma prior hyperparameter. |
gamma0 |
Inverse gamma prior hyperparameter. |
The sampled sigma squared values.
Sophie Lebre
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.