Uses Metropolis-Hastings to sample rho_ab given the time series of effects
Usage
sample_rho_ab_cpp(a_mat, b_mat, sigma_ab, rho_current, symmetric)
Arguments
- a_mat
Matrix of row effects (n x T)
- b_mat
Matrix of column effects (n x T)
- sigma_ab
Innovation standard deviation
- rho_current
Current value of rho
- symmetric
Whether the network is symmetric