EDISON (version 1.1.1)

sampleSig2: 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.

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.