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trafficCAR (version 0.1.0)

update_sigma2_ig: Optional Gibbs update for sigma2 with Inv-Gamma prior

Description

Prior: sigma2 ~ Inv-Gamma(a0, b0) (shape a0, scale b0) Conditional: sigma2 | rest ~ Inv-Gamma(a0 + n/2, b0 + 0.5 * RSS)

Usage

update_sigma2_ig(y, X, beta, x, a0, b0)

Arguments