sample_sigma

<p>This is a c++ implementation of sampling Sigma via Gibbs in SUR model--inverse Wishart</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.

Ethan Alt

sample_sigma: Sample Sigma via Gibbs for SUR model

Description

Usage

Arguments

Value