updateSigMulti: Update sigma squared variances.

In EDISON: Network Reconstruction and Changepoint Detection

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.

Author(s)

Sophie Lebre

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

EDISON documentation built on May 2, 2019, 2:39 a.m.