Sample AR(1) parameter for dynamic latent factors
Usage
sample_rho_uv(U_cube, V_cube, sigma_uv, rho_current, symmetric)
Arguments
- U_cube
3D array of U positions (n x R x T)
- V_cube
3D array of V positions (n x R x T)
- sigma_uv
Innovation standard deviation
- rho_current
Current value of rho
- symmetric
Whether network is symmetric