update_sigma: Update sigma in Gibbs sampling

In fboehm/xu2015: Gibbs sampling for posterior inference when using determinantal point process (DPP) prior

Description

Update sigma in Gibbs sampling

Usage

update_sigma(y, mu, s, theta, tau)

Arguments

y	data vector
mu	length-K vector of cluster means
s	vector of cluster assignments, same length as y
theta	hyperparameter, a scalar
tau	hyperparameter, a scalar

Value

updated sigma, a vector of cluster standard deviations

Examples

update_sigma(rnorm(6), mu = c(0, 1, 1), s = c(1,1,2,2,3,3), theta = 1, tau = 1)

fboehm/xu2015 documentation built on May 16, 2019, noon