get_lik_mat_cfm: Gets likelihood matrix for causal factor model (cfm)

In jhmarcus/bvashr: Bivariate Adaptive Shrinkage

Description

Computes n x K matrix of component likelihoods

Usage

get_lik_mat_cfm(y, s, u, lambda_12, lambda_21, rho)

Arguments

y	matrix n x 2 of observations
s	matrix n x 2 of std. errors
u	cube 2 x 2 x K of prior covariance matricies
lambda_12	double effect of varialbe 2 on variable 1
lambda_21	double effect of variable 1 on variable 2
rho	double correlation of estimated effects

Value

lik_mat matrix n x K of component likelihoods

jhmarcus/bvashr documentation built on May 20, 2019, 4:09 p.m.