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Implementation of bcp function, see pages 362-363 (2nd Edition).
bcp(theta.matrix, y, a, b, g, d)
theta.matrix
Counts of Coal Mining Disasters
Alpha Value in the lambda Prior
Beta Value in the lambda Prior
Gamma Value in the phi Prior
Delta Value in the phi Prior
Jeff Gill
if (FALSE) { bcp(theta.matrix,y,a,b,g,d) }
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