sur_sample_cpp: Sample from SUR via Direct Monte Carlo (C++ version)
In surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models
Description
C++ implementation of Zellner and Ando (2010) Direct Monte Carlo
method for sampling from the posterior of a Bayesian SUR
Usage
1
sur_sample_cpp(Y, Xlist, y, X, XtX, pj, M)
Arguments
Y
matrix (y_1, … y_J)
Xlist
A list, each element a design matrix
y
vector of responses
X
design matrix
XtX
matrix giving crossprod(cbind(X1, ..., XJ))
pj
vector giving number of covariates per endpoint
M
An integer giving the number of desired samples
surbayes documentation built on Aug. 26, 2020, 5:16 p.m.
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Description
C++ implementation of Zellner and Ando (2010) Direct Monte Carlo method for sampling from the posterior of a Bayesian SUR
Usage
1 | sur_sample_cpp(Y, Xlist, y, X, XtX, pj, M)
|
Arguments
Y |
|
Xlist |
A |
y |
|
X |
design |
XtX |
|
pj |
|
M |
An integer giving the number of desired samples |
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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