sv-c.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(mu, (1-pow(phi, 2)) / sigma2)
  y[1] ~ dnorm(0, exp(-h[1]))
  for (i in 2:N) {
    h[i] ~ dnorm(mu*(1-phi) + phi*h[i-1], 1/sigma2)
    y[i] ~ dnorm(0, exp(-h[i]))
  }
}