Sample dynamic additive effects with AR(1) evolution

Updates row effects (a) and column effects (b) that evolve over time according to AR(1) processes: \(a_{i,t} = \rho_{ab} a_{i,t-1} + \epsilon_{i,t}\)

Usage

sample_dynamic_ab_cpp(
  a_current,
  b_current,
  Z_array,
  EZ_array,
  rho_ab,
  sigma_ab,
  Sab,
  symmetric
)

Arguments

a_current

Current 2D array of row effects (n x T)

b_current

Current 2D array of column effects (n x T)

Z_array

3D array of latent positions (n x n x T)

EZ_array

3D array of expected values without additive effects (n x n x T)

rho_ab

AR(1) parameter for additive effects

sigma_ab

Innovation standard deviation

Sab

Covariance matrix for a and b (2x2)

symmetric

Whether the network is symmetric

Value

List with updated a and b arrays