sv-nc.bug

model {
  phi_beta ~ dbeta(1, 1)
  phi <- phi_beta*2 - 1
  mu ~ dnorm(0, 1/10000)
  sigma2 ~ dgamma(0.5, 0.5)
  sigma <- sqrt(sigma2)

  h[1] ~ dnorm(0, 1-pow(phi, 2))
  y[1] ~ dnorm(0, exp(-(sigma*h[1]+mu)))
  for (i in 2:N) {
    h[i] ~ dnorm(phi*h[i-1], 1)
    y[i] ~ dnorm(0, exp(-(sigma*h[i]+mu)))
  }
}