predict_surbayes_cpp

Sigmalist

<p>Number of simulations (number of rows in Mu)</p>

nsims

<p>C++ implementation to obtain a matrix of samples from predictive posterior density</p>

Implementation of the direct Monte Carlo approach of
Zellner and Ando (2010) <doi:10.1016/j.jeconom.2010.04.005>
to sample from posterior of
Seemingly Unrelated Regression (SUR) models. In
addition, a Gibbs sampler is implemented that allows
the user to analyze SUR models using the power prior.

predict_surbayes_cpp: Sample from predictive posterior density C++ helper

Description

Usage

Arguments