t_sampleEvolZeta_ps: Sampler for the anomaly component parameters
In dsp: Dynamic Shrinkage Process and Change Point Detection
t_sampleEvolZeta_ps R Documentation
Sampler for the anomaly component parameters
Description
Compute one draw of the anomaly component parameters.
Usage
t_sampleEvolZeta_ps(omega, evolParams)
Arguments
omega
T vector of errors
evolParams
list of parameters to be updated
Value
List of relevant components in evolParams: sigma_wt,
the T vector of standard deviations, and additional parameters for inverse gamma priors (shape and scale).
dsp documentation built on Aug. 21, 2025, 5:29 p.m.
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| t_sampleEvolZeta_ps | R Documentation |
Sampler for the anomaly component parameters
Description
Compute one draw of the anomaly component parameters.
Usage
t_sampleEvolZeta_ps(omega, evolParams)
Arguments
omega |
|
evolParams |
list of parameters to be updated |
Value
List of relevant components in evolParams: sigma_wt,
the T vector of standard deviations, and additional parameters for inverse gamma priors (shape and scale).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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