draw posterior for measurement equation using a normal-gamma prior
1 | draw_posterior_normal(li_prvar, fy, xy, K, P, N, Sigma, L, alpha, beta)
|
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 |
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