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Function to update tau_k given an Exp(lambda_2) prior

tau_update.Rd

Function to update tau_k given an Exp(lambda_2) prior

Usage

tau_update(
  tau_k,
  omega_k,
  sigma_0,
  alpha_tau,
  lambda_2,
  window,
  trunc = c(0, 100)
)

Arguments

tau_k

numeric > 0, current value of tau for Kth subject

omega_k

matrix, current subject specific precision matrix

sigma_0

matrix, current group-level precision matrix

lambda_2

#numeric > 0, parameter to the exponential prior Exp(lambda_2)

window

#numeric > 0, parameter to set step size for tau update proposals from log-normal