EDISON (version 1.1.1)

updateSigSolo: Sample new values for sigma squared.

Description

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

Usage

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

Arguments

X

Input response data.

Y

Input target data.

E

Changepoints.

Sall

Network structure.

Ball

Regression coefficients.

Sig2

Current sigma squared.

Mphase

Segment position.

alphad2

Gamma prior hyperparameter.

betad2

Gamma prior hyperparameter.

v0

Inverse gamma prior hyperparameter.

gamma0

Inverse gamma prior hyperparameter.

Value

Returns 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

updateSigMulti