sur_sample_cpp

<code>matrix</code> \((y_1, \ldots y_J)\)

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

Xlist

<code>matrix</code> giving <code>crossprod(cbind(X1, ..., XJ))</code>

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

An integer giving the number of desired samples

C++ implementation of Zellner and Ando (2010) Direct Monte Carlo
method for sampling from the posterior of a Bayesian 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_cpp: Sample from SUR via Direct Monte Carlo (C++ version)

Description

Usage

Arguments