beta_update: beta_update

View source: R/mcmc_half_t.R

beta_updateR Documentation

beta_update

Description

beta given xi, eta, sigma2 update using algo of Bhattacharya

Usage

beta_update(xi, sigma2, eta, X, X_transpose, y, M_matrix_inverse, active_set)

Arguments

xi

positive scalar

sigma2

positive scalar

eta

length p vector

X

n by p matrix

X_transpose

Pre-calculated transpose of X

y

length n vector

M_matrix_inverse

n by n matrix

active_set

length p vector of booleans

Value

beta update given xi, eta, sigma2


niloyb/CoupledHalfT documentation built on Aug. 31, 2022, 2:35 a.m.