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lame (version 1.3.4)

.exact_center_per_actor: Exact variance-weighted sum-to-zero projection for the per-actor block

Description

Given an unconstrained sample theta_star (n_actors x T) and per-actor per-period posterior variances V (same shape), projects to the sum-to-zero manifold per period using the variance-weighted Lagrangian projection (exact under block-diagonal covariance across actors).

Usage

.exact_center_per_actor(theta_star, V)

Arguments