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trafficCAR (version 0.1.0)

update_beta_gaussian: Gibbs update for beta in y = X beta + x + eps

Description

Model: y | beta, x, sigma2 ~ N(X beta + x, sigma2 I) beta ~ N(b0, B0)

Usage

update_beta_gaussian(y, X, x, sigma2, b0, B0)

Value

numeric length p beta draw

Arguments

y

numeric length n

X

numeric n x p

x

numeric length n (latent effect)

sigma2

positive scalar

b0

numeric length p prior mean

B0

positive definite p x p prior covariance