| updates2m_cpp | R Documentation |
Updates regime-specific variance parameters using inverse gamma sampling.
updates2m_cpp(ns, Zm, MU, c0, d0, Km)
ns |
Number of hidden states |
Zm |
List of regime-specific (Z - beta) arrays |
MU |
List of mean arrays |
c0 |
Shape parameter prior |
d0 |
Scale parameter prior |
Km |
List of regime-specific dimensions |
Vector of regime-specific variances
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