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BayesFBHborrow (version 2.0.2)

.sigma2_update: Calculate sigma2 posterior update

Description

Calculate sigma2 posterior update

Usage

.sigma2_update(mu, lambda_0, Sigma_s, J, a_sigma, b_sigma)

Value

sigma2 draw from IG

Arguments

mu

mean.

lambda_0

Baseline hazard.

Sigma_s

VCV matrix (j + 1) x (j + 1).

J

Number of split point.

a_sigma

Hyperparameter a.

b_sigma

Hyperparameter b.