specify group-wise precision parameters

[zhenglei-gao]

Normally it should be:

a <- mcmc.normal(rnorm(10),mu=0,tau=rep(c(1,3),each=5))

However, what I need is a group-wise tau.y, which is in turn an mcmc.gamma object. Say

tau.y <- mcmc.gamma(c(sd(y_Grp1),sd(y_Grp2,na.rm=TRUE)),alpha=0.1,beta=0.1)

Will this work as expected?

y.lik <- mcmc.normal(y,mu=y.hat,tau=rep(tau.y,each=5),observed=TRUE)

PS: I found rcppbugs recently and it seems really fast and useful.