sem_sigma_matrix: Matrices with the sigma parameters for SEM representation

In badp: Bayesian Averaging for Dynamic Panels

Matrices with the sigma parameters for SEM representation

Description

Matrices which describe the covariance structure within the SEM representation.

Usage

sem_sigma_matrix(err_var, dep_vars, phis = NULL, psis = NULL)

Arguments

err_var	numeric error variance parameter
dep_vars	double vector with variance parameters of the dependent variable
phis	double vector with phi parameter values. Default is NULL for no regressors case.
psis	double vector with psi parameter values. Default is NULL for no regressors case.

Value

List with two matrices describing the covariance structure

Examples

err_var <- 1
dep_vars <- c(2, 2, 2, 2)
phis <- c(10, 10, 20, 20, 30, 30)
psis <- c(101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111, 112)
sem_sigma_matrix(err_var, dep_vars, phis, psis)

badp documentation built on Aug. 20, 2026, 9:08 a.m.