#' @useDynLib groupedtseries
#' @importFrom Rcpp sourceCpp
#' @importFrom stats is.ts as.ts
#' @export
Draw_mu_theta <-function( theta,Sigma_theta_inv,taille_ARMA,regime,mean_mu_prior_theta,Sigma_mu_prior_theta_inv ) {
Sig_mu <- solve(regime*Sigma_theta_inv + Sigma_mu_prior_theta_inv)
mean_mu <- Sigma_mu_prior_theta_inv%*%mean_mu_prior_theta
if (regime > 0) {
for ( q in 1 : regime ) {
mean_mu <- mean_mu + Sigma_theta_inv%*%(theta[((q-1)*taille_ARMA+1):(q*taille_ARMA)])
} #
}
mean_mu <- Sig_mu%*%mean_mu
mu_theta <- as.matrix(mvrnorm(1, mean_mu,Sig_mu))
return(mu_theta)
}
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