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- function [block] = spm_vb_alpha(Y,block)
- % Variational Bayes for GLM-AR models - Update alpha
- % FORMAT [block] = spm_vb_alpha(Y,block)
- %
- % Y - [T x N] time series
- % block - data structure (see spm_vb_glmar)
- %__________________________________________________________________________
- % Copyright (C) 2005-2014 Wellcome Trust Centre for Neuroimaging
- % Will Penny and Nelson Trujillo-Barreto
- % $Id: spm_vb_alpha.m 6079 2014-06-30 18:25:37Z spm $
- if block.verbose
- disp('Updating alpha');
- end
- N = block.N;
- k = block.k;
-
- % Convert from Sigma_n to Sigma_k
- for n=1:N
- for j=1:k
- w_cov_k(n,j) = block.w_cov{n}(j,j);
- end
- end
-
- for j=1:k
- subblock_k = j:k:N*k;
- H = sum(spdiags(block.Dw,0).*w_cov_k(:,j)) + block.w_mean(subblock_k)'*block.Dw*block.w_mean(subblock_k);
- % Equation 15 in paper VB4
- block.b_alpha(j) = 1./(H./2 + 1./block.b_alpha_prior(j));
- block.mean_alpha(j) = block.c_alpha(j)*block.b_alpha(j);
- end
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