sur_sample_cov_helper_cpp

A <code>matrix</code>, each column a <code>vector</code> of responses

A <code>list</code>, each element a design <code>matrix</code>

Xlist

Integer giving number of observations

Integer giving number of endpoints

A <code>vector</code> giving number of covariates per endpoint

A scalar giving a draw for the (1,1) component of the covariance matrix

sigma11

A <code>vector</code> of residuals for the first endpoint's regression

This function is called by <code>sur_sample_cov_cpp</code>.
It samples the covariance matrix of a SUR

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.

sur_sample_cov_helper_cpp: Helper function to sample covariance

Description

Usage

Arguments