fc_sigma_theta_tilde_bvar: Full conditional draws of the regression coefficients

View source: R/bmrvarx_da.R

fc_sigma_theta_tilde_bvarR Documentation

Full conditional draws of the regression coefficients

Description

Full conditional draws of the regression coefficients

Usage

fc_sigma_theta_tilde_bvar(y, X, prior_precision, y_orig, old_prior_y0)

Arguments

y

matrix of multivariate observations

X

design matrix

prior_precision

prior precision matrix

Value

matrix


nickseedorff/bmrarm documentation built on April 17, 2025, 9:43 p.m.