updates2m function

Update regime-specific variance

Update regime-specific variance parameter

updates2m(ns, Zm, MU, c0, d0, Km)

Arguments

• ns: The number of hidden states
• Zm: The regime-specific holder of Z - beta
• MU: The mean array.
• c0: Scalar shape parameter
• d0: Scalar scale parameter
• Km: Regime-specific dimensions

Returns

A scalar for a regime-specific variance