Sample AR(1) parameter for dynamic additive effects
sample_rho_ab_cpp(
a_mat,
b_mat,
sigma_ab,
rho_current,
symmetric,
prior_mean = 0,
prior_sd = -1
)Updated rho value
Matrix of row effects (n x T)
Matrix of column effects (n x T)
Innovation standard deviation
Current value of rho
Whether the network is symmetric
Prior mean for rho. Used only when prior_sd > 0.
Prior SD for rho. prior_sd < 0 (the default)
selects a Jeffreys-like flat prior; a positive value switches to a
truncated Normal(prior_mean, prior_sd^2) prior.