get_post_alpha_tilde: Compute the posterior distrubution for the regression...

In drkowal/dfosr: Dynamic Function-on-Scalars Regression

Description

Given posterior samples for the loading curves fk and the regression coefficient factors alpha_j for a predictor j, compute the posterior distribution of the corresponding (dynamic) regression coefficient function.

Usage

get_post_alpha_tilde(post_fk, post_alpha_j)

Arguments

post_fk	Nsims x m x K matrix of posterior draws of the loading curve matrix
post_alpha_j	Nsims x T x K array or Nsims x K matrix of posterior draws of the (dynamic) regression coefficient factors

Value

Nsims x T x m matrix of posterior draws of the regression coefficient function

drkowal/dfosr documentation built on May 7, 2020, 3:09 p.m.