draw_posterior_normal: draw posterior for measurement equation using a normal-gamma...

Description Usage Arguments

View source: R/factor_tools.R

Description

draw posterior for measurement equation using a normal-gamma prior

Usage

1
draw_posterior_normal(li_prvar, fy, xy, K, P, N, Sigma, L, alpha, beta)

Arguments

li_prvar

prior on variance for coefficients

fy

'independent' variables

xy

'dependent' variables

K

number of variables in ts model

P

Number variables in ts model plus number of factors

N

total number of variables in factor data

Sigma

previous draw of variance-covariance matrix

L

previous draw of coefficients

alpha, beta

prior on variances


joergrieger/bvar documentation built on Sept. 11, 2019, 12:05 a.m.