beyondWhittle (version 1.2.1)

gibbs_multivariate_nuisance: Gibbs sampler for corrected parametric likelihood + Bernstein-Dirichlet mixture, including possibility of using time series as mere nuisance parameter Multivariate case

Description

Gibbs sampler for corrected parametric likelihood + Bernstein-Dirichlet mixture, including possibility of using time series as mere nuisance parameter Multivariate case

Usage

gibbs_multivariate_nuisance(
  data,
  mcmc_params,
  corrected,
  prior_params,
  model_params
)