sample_sigma: Sample Sigma via Gibbs for SUR model

Description Usage Arguments Value

View source: R/RcppExports.R

Description

This is a c++ implementation of sampling Sigma via Gibbs in SUR model–inverse Wishart

Usage

1
sample_sigma(nu, V, p)

Arguments

nu

degrees of freedom

V

scale matrix

p

dimension of covariance matrix

Value

sampled covariance matrix


surbayes documentation built on Aug. 26, 2020, 5:16 p.m.