SigmaUpdateRW <-
function(A,B,Z,nn,dd,TT,gList)
{
sigma = array(0,dim=c(dd,dd))
A1 = A + sum(nn)/2
B1 = B
for(jj in 1:dd){
Jump = 0
for(tt in 1:TT){
nameList = rownames(Z[[tt]])
if(tt == 1){
B1 = B1 + sum((Z[[tt]][,jj])^2)/2
}else{
if(tt == TT){
for(kk in 1:nn[tt]){
if(gList[kk+Jump]==1){
B1=B1+((Z[[tt]][kk,jj]-Z[[tt-1]][paste(nameList[kk]),jj])^2)/2
}else(B1=B1+((Z[[tt]][kk,jj])^2)/2)
} }else{
for(kk in 1:nn[tt]){
if(gList[kk+Jump]==1|gList[kk+Jump]==2){
B1 = B1 + ((Z[[tt]][kk,jj]-
Z[[tt-1]][paste(nameList[kk]),jj])^2)/2
}else{
B1 = B1 + ((Z[[tt]][kk,jj])^2)/2
} } }
}
Jump = Jump + nn[tt]
sigma[jj,jj] = 1/rgamma(1,A1,B1)
}
}
# sigma[2,2] = 1/rgamma(1,A1,B2)
return(sigma)
}
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