def _update_w(mu, phi):
alpha = alpha_w0 + T / 2
beta = beta_w0 + ((mu[1:] - phi * mu[:-1])**2).sum() / 2
return 1 / dist.rgamma(alpha, beta)
def _update_w(mu, phi):
alpha = alpha_w0 + T / 2
beta = beta_w0 + ((mu[1:] - phi * mu[:-1])**2).sum() / 2
return 1 / dist.rgamma(alpha, beta)
def _update_v(mu, lam):
alpha = alpha_v0 + T / 2
beta = beta_v0 + ((y - mu[1:])**2 / lam).sum() / 2
return 1 / dist.rgamma(alpha, beta)
def _update_v(mu, lam):
alpha = alpha_v0 + T / 2
beta = beta_v0 + ((y - mu[1:])**2 / lam).sum() / 2
return 1 / dist.rgamma(alpha, beta)
