draw_variance_scalar: Draws a variance from an inverse Wishart distribution.
In sectorgap: Consistent Economic Trend Cycle Decomposition
View source: R/bayes_gibbs_steps.R
draw_variance_scalar R Documentation
Draws a variance from an inverse Wishart distribution.
Description
Draws a variance from an inverse Wishart distribution.
Usage
draw_variance_scalar(Y, nu, s)
Arguments
Y
dependent variable
nu
degrees of freedom, nu>p-1
s
scale matrix, p x p
Details
The mean is given by s / (nu+p-1) for nu>p+1.
Value
A named vector of drawn parameters.
sectorgap documentation built on May 29, 2024, 10:56 a.m.
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View source: R/bayes_gibbs_steps.R
| draw_variance_scalar | R Documentation |
Draws a variance from an inverse Wishart distribution.
Description
Draws a variance from an inverse Wishart distribution.
Usage
draw_variance_scalar(Y, nu, s)
Arguments
Y |
dependent variable |
nu |
degrees of freedom, |
s |
scale matrix, |
Details
The mean is given by s / (nu+p-1) for nu>p+1.
Value
A named vector of drawn parameters.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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