fastKronEye_crossprod

a matrix that is crossprod((X1, ..., XJ)) in R

Sigma

J-dimensional vector giving number of observations for each endpoint

pvec

This is a c++ implementation of the fast kronecker product
t(X)

internal

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.

fastKronEye_crossprod: Fast kronecker product of crossproduct matrix

Description

Usage

Arguments

Value