Initialize dynamic additive effects with AR(1) structure

Initialize dynamic additive effects with AR(1) structure

Usage

init_dynamic_ab_cpp(n, T, rho_ab, sigma_ab, mean_a = 0, mean_b = 0)

Arguments

n

Number of actors

T

Number of time points

rho_ab

AR(1) parameter

sigma_ab

Innovation standard deviation

mean_a

Mean for row effects

mean_b

Mean for column effects

Value

List with initialized a and b matrices