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surbayes (version 0.1.2)

predict_surbayes_helper: Get one sample from predictive posterior of SUR

Description

C++ implementation to obtain one sample from predictive posterior density

Usage

predict_surbayes_helper(mu, Sigma, n, J)

Arguments

mu

vector of means

Sigma

covariance matrix shared among all observations

n

number of observations

J

number of endpoints