EDISON (version 1.1.1)

updateSigMulti: Update sigma squared variances.

Description

This function samples new values for the sigma squared variances, given the current network structure. A multivariate distribution is assumed.

Usage

updateSigMulti(phase, X, Y, E, Sall, Ball, Sig2, Mphase, alphad2, betad2, v0, gamma0)

Arguments

phase

Current segment.

X

Input response data.

Y

Input target data.

E

Changepoints.

Sall

Network structure.

Ball

Regression coefficients.

Sig2

Current sigma squared values.

Mphase

Segment positions.

alphad2

Hyperparameter for gamma prior.

betad2

Hyperparameter for gamma prior.

v0

Hyperparameter for inverse gamma prior.

gamma0

Hyperparameter for inverse gamma prior.

Value

The new samples 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.

See Also

updateSigSolo