Sample innovation variance for dynamic latent factors
Usage
sample_sigma_uv(U_cube, V_cube, rho_uv, 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)
- rho_uv
AR(1) parameter
- symmetric
Whether network is symmetric
Value
Updated sigma_uv value