Internal function used compute the products `(X otimes Theta)^t (I otimes Sigma^-1) (X otimes Theta)` and `(X otimes Theta)^t (I otimes Sigma^-1) (y)` in cross-sectional VB algorithm and Gibbs sampler
Xt_siginv_X(tx, siginv, y = NULL)
transpose of the X design matrix
inverse variance matrix
outcome matrix. if NULL
, function computes
first product; if not, function computes second product.
Jeff Goldsmith ajg2202@cumc.columbia.edu