.postNIG | R Documentation |
Draws from the posterior of parameters of a normal model with normal inverse gamma prior.
.postNIG(Y, X, betaLast, betaDistr, sigmaDistr)
Y |
A |
X |
A |
betaLast |
A |
betaDistr |
A |
sigmaDistr |
A |
Draws from the posterior are obtained by conjugacy of the Normal-Inverse-Gamma distribution.
A list with a draws for beta and the innovation variance.
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