Sample innovation variance for dynamic additive effects
sample_sigma_ab_cpp(
a_mat,
b_mat,
rho_ab,
symmetric,
prior_shape = 2,
prior_scale = 1
)Updated sigma_ab value
Matrix of row effects (n x T)
Matrix of column effects (n x T)
AR(1) parameter
Whether the network is symmetric
Shape parameter for inverse gamma prior
Scale parameter for inverse gamma prior