Bayesian Analysis of Seemingly Unrelated Regression Models


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Documentation for package ‘surbayes’ version 0.1.2

Help Pages

predict.surbayes Get predictive posterior samples
predict_surbayes_cpp Sample from predictive posterior density C++ helper
predict_surbayes_helper Get one sample from predictive posterior of SUR
sample_sigma Sample Sigma via Gibbs for SUR model
sur_sample Sample from seemingly unrelated regression
sur_sample_cov_helper_cpp Helper function to sample covariance
sur_sample_cpp Sample from SUR via Direct Monte Carlo (C++ version)
sur_sample_dmc Sample SUR model via direct Monte Carlo
sur_sample_gibbs_cpp Power Prior Gibbs sampling
sur_sample_powerprior Sample from SUR posterior via power prior