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