beta_update | R Documentation |
beta given xi, eta, sigma2 update using algo of Bhattacharya
beta_update(xi, sigma2, eta, X, X_transpose, y, M_matrix_inverse, active_set)
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 |
beta update given xi, eta, sigma2
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