# NOT RUN {
# Prepare data
data("e1")
data <- diff(log(e1))
temp <- gen_var(data, p = 2, deterministic = "const")
y <- temp$Y
x <- temp$Z
k <- nrow(y)
z <- kronecker(t(x), diag(1, k))
t <- ncol(y)
m <- k * nrow(x)
# Priors
a_mu_prior <- matrix(0, m)
a_v_i_prior <- diag(0.1, m)
# Initial value of inverse Sigma
sigma_i <- solve(tcrossprod(y) / t)
# Draw parameters
a <- post_normal_sur(y = y, z = z, sigma_i = sigma_i,
a_prior = a_mu_prior, v_i_prior = a_v_i_prior)
# }
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