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updatebm

Update regime-changing regression parameters

Description

Update regime-changing beta

Usage

updatebm(ns, K, s, s2, B0, p, ZU)

Arguments

ns

The number of hidden states
K

The dimensionality of Z
s

Latent state vector
s2

The variance of error
B0

The prior variance of beta
p

The rank of X
ZU

Z - ULU

Value

A vector of regime-changing regression parameters

NetworkChange

Bayesian Package for Network Changepoint Analysis

v0.7
GPL-3
Authors
Jong Hee Park [aut,cre], Yunkyu Sohn [aut]
Initial release
2020-07-09 14:17:31 UTC

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