R/sampleSig2.R

In ARTIVA: Time-Varying DBN Inference with the ARTIVA (Auto Regressive TIme VArying) Model

Defines functions sampleSig2

Documented in sampleSig2

sampleSig2 <-
function(y, Px, v0, gamma0) {
  out = rinvgamma(1, shape=v0/2 + length(y)/2, scale = (gamma0 + t(y) %*% Px %*% y)/2)
  return(out)
}

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