TABLE OF CONTENTS

MetropolisHastings/updatepostvar.coef [ Functions ]

NAME

    updatepostvar.coef --- update prior variance for regression coefficients

FUNCTION

Updates prior variance of regression coefficients using inverse-gamma prior and given hyperparameters.

SYNOPSIS

3133 updatepostvar.coef <- function(regression)

INPUTS

    regression     an RRegression structure

OUTPUTS

    regression    updated regression

SOURCE

3136 {
3137     regression$priorvar <- rinvgamma(1, length(regression$coefficients) / 2 +
3138         regression$hyper[1], scale = sum(regression$coefficients^2) / 2 + regression$hyper[2])
3139     return(regression)
3140 }