Single MCMC update of Bayesian linear regression
Samples the coefficients of a linear regression. The prior distribution is multivariate normal and it is specified in prior_spec.
update_regressors(dependent_variable, independent_variables, beta, prior_spec)
dependent_variable |
the left hand side |
independent_variables |
the matrix of the independent variables. Has to be of same height as the length of the dependent variable |
beta |
the vector of the latent states used in MDA. Updated in place |
prior_spec |
prior specification object. See type_definitions.h |
Other stochvol_cpp:
update_fast_sv(),
update_general_sv(),
update_t_error()
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