gibbs_multivariate_nuisance_cpp: Gibbs sampler in Cpp

In beyondWhittle: Bayesian Spectral Inference for Time Series

Gibbs sampler in Cpp

Description

Gibbs sampler in Cpp

Usage

gibbs_multivariate_nuisance_cpp(
  data,
  NA_pos,
  FZ,
  eps_r,
  eps_Z,
  eps_U,
  k_0,
  r_0,
  Z_0,
  U_phi_0,
  phi_def,
  eta,
  omega,
  Sigma,
  Ntotal,
  print_interval,
  numerical_thresh,
  verbose,
  L,
  k_theta,
  dbList
)

beyondWhittle documentation built on June 22, 2024, 11:35 a.m.