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Compute the sum-squared-residuals term under Zellner's g-prior

Source: R/experimental_funs.R
SSR_gprior.Rd

These sum-squared-residuals (SSR) arise in the variance (or precision) term under 1) Zellner's g-prior on the coefficients and a Gamma prior on the error precision and 2) marginalization over the coefficients.

Usage

SSR_gprior(y, X = NULL, psi)

Arguments

y

vector of response variables

X

matrix of covariates; if NULL, return sum(y^2)

psi

prior variance (g-prior)

Value

a positive scalar