Truncated-Normal full conditional, one rho per block.
Usage
sample_rho_beta_cpp(
beta_path,
group_id,
n_groups,
Lambda_inv,
sigma_by_coef,
rho_current,
rho_prior_mean,
rho_prior_sd,
rho_lower = 0,
rho_upper = 0.999
)Arguments
- beta_path
(T x p_dyn) matrix of beta draws.
- group_id
Length p_dyn integer vector (1-based) of block IDs.
- n_groups
Number of distinct block IDs.
- Lambda_inv
(p_dyn x p_dyn) inverse of the (full) Lambda scale.
- sigma_by_coef
Length p_dyn vector of per-coef sigma (block-shared).
- rho_current
Length n_groups vector of current rho values.
- rho_prior_mean
Length n_groups vector of prior means.
- rho_prior_sd
Length n_groups vector of prior SDs.
- rho_lower
Lower truncation bound (typically 0).
- rho_upper
Upper truncation bound (typically 0.999).