draw_posterior_ssvs: Draw posterior for measurement equation using an SSVS-prior

In kvasilopoulos/abvar: Vector Autoregression Models

Description

Draw posterior for measurement equation using an SSVS-prior

Usage

draw_posterior_ssvs(fy, xy, K, P, N, Sigma, tau2, c2, gammam, alpha, beta, L)

Arguments

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 variances
tau2	variance of coefficients
c2	factor for tau2
gammam	previous draw of gammas
alpha, beta	priors for variances
L	previous draw of coefficients

kvasilopoulos/abvar documentation built on April 27, 2021, 6:38 a.m.