crn_max_sigma2_coupling: xi_update

In niloyb/CoupledHalfT: What the package does (short line)

xi_update

Description

Coupled update of sigma2 given eta

Usage

crn_max_sigma2_coupling(
  xi_1,
  eta_1,
  xi_2,
  eta_2,
  n,
  ssr_1,
  ssr_2,
  a0,
  b0,
  epsilon_sigma2 = 0,
  sigma2_fixed_value = NULL
)

Arguments

xi_1, xi_2	current xi values (positive scalars)
eta_1, eta_2	current eta values (vector length p)
n	number of data points
ssr_1, ssr_2	postiive scalars
a0	positive scalar
b0	positive scalar
epsilon_sigma2	threshold (when above/below use common random numbers/ maximal coupling of proposals)
sigma2_fixed_value	boolean (when TRUE/FALSE sigma2 fixed/varying)

Value

Coupled update of sigma2 given eta

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