get_log_likelihood_cfm: Gets log likelihood for causal factor model (cfm)

In jhmarcus/bvashr: Bivariate Adaptive Shrinkage

Description

Computes likelihood under causal factor model

Usage

get_log_likelihood_cfm(y, s, u, lambda_12, lambda_21, rho, pi_vec)

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
pi_vec	vector vector of mixture proportions

Value

ll double likelihood under causal factor model

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