Sample the static-block beta conditional on the dynamic path

Conjugate Gaussian update for the static coefficient block, treating the dynamic path as known. Uses a flat-ish ridge-style prior prior_prec on the static beta (typically diag(1/g) to match the existing g-prior path).

Usage

sample_beta_static_cpp(
  Xdyn_list,
  Xstat_list,
  Z_list,
  offset_list,
  beta_dyn_path,
  prior_mean,
  prior_prec,
  s2,
  dyad_rho,
  bipartite,
  symmetric,
  use_dyad_rho
)

Arguments

Xdyn_list

T-length list of long-format dynamic design matrices.

Xstat_list

T-length list of long-format static design matrices.

Z_list

T-length list of latent (n x n) matrices.

offset_list

T-length list of (n x n) offsets.

beta_dyn_path

(T x p_dyn) dynamic path matrix.

prior_mean

Length p_static prior mean.

prior_prec

p_static x p_static prior precision.

s2

Dyadic variance.

dyad_rho

Dyadic correlation.

bipartite

TRUE/FALSE.

symmetric

TRUE/FALSE.

use_dyad_rho

TRUE/FALSE.

Value

List with: beta – length p_static; chol_fail – integer.