SEM_sigma_matrix: Covariance matrix for SEM representation

In bdsm: Bayesian Dynamic Systems Modeling

Covariance matrix for SEM representation

Description

Create covariance matrix for Simultaneous Equations Model (SEM) representation. Only the part necessary to compute concentrated likelihood function is computed (cf. Appendix in the Moral-Benito paper)

Usage

SEM_sigma_matrix(err_var, dep_vars, phis = c(), psis = c())

Arguments

err_var	numeric
dep_vars	numeric vector
phis	numeric vector
psis	numeric vector

Value

List with two matrices Sigma11 and Sigma12

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)

bdsm documentation built on April 4, 2025, 1:06 a.m.