This function is called by sur_sample_cov_cpp
.
It samples the covariance matrix of a SUR
1 | sur_sample_cov_helper_cpp(Y, Xlist, n, J, pj, sigma11, r1)
|
Y |
A |
Xlist |
A |
n |
Integer giving number of observations |
J |
Integer giving number of endpoints |
pj |
A |
sigma11 |
A scalar giving a draw for the (1,1) component of the covariance matrix |
r1 |
A |
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