init_dynamic_ab_cpp: Initialize dynamic additive effects with AR(1) structure
Description
Initialize dynamic additive effects with AR(1) structure
Usage
init_dynamic_ab_cpp(n, Tn, rho_ab, sigma_ab, mean_a = 0, mean_b = 0)
Value
List with initialized a and b matrices
Arguments
- n
Number of actors
- Tn
Number of time points
- rho_ab
AR(1) parameter
- sigma_ab
Innovation standard deviation
- mean_a
Mean for row effects
- mean_b
Mean for column effects