Description Usage Arguments Author(s)
Basic no optimized code update for sig_diag and alpha.
1 | update_sig_alpha_basic(alpha, sig_diag, lambda, Y1, Y2)
|
alpha |
The current factor loadings |
sig_diag |
A vector of the current variances |
lambda |
The current inflation parameter for Y1 |
Y1 |
The first part of the observations. |
Y2 |
The second part of the observations. |
David Gerard
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