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Introduce 3-level local-global hierarchical prior for A and B matrices #34

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7 tasks done
donotdespair opened this issue Oct 21, 2023 · 0 comments · Fixed by #35
Closed
7 tasks done

Introduce 3-level local-global hierarchical prior for A and B matrices #34

donotdespair opened this issue Oct 21, 2023 · 0 comments · Fixed by #35
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enhancement New feature or request
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v2.0.0

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donotdespair commented Oct 21, 2023 •
edited

  • import and adjust the hyper-parameter sampler from bsvarTVPs
  • update sample_A_heterosk1 and sample_A_homosk1 functions
  • update bsvars_* functions
  • update specify_* functions
  • documentation
  • news
  • tests
@donotdespair donotdespair added the enhancement New feature or request label Oct 21, 2023
@donotdespair donotdespair added this to the v2.0.0 milestone Oct 21, 2023
@donotdespair donotdespair self-assigned this Oct 21, 2023
donotdespair added a commit that referenced this issue Oct 22, 2023
@donotdespair
introduced sampler for 3-levelLG prior sampler #34
5722cb1 
and adjusted A and B samplers
@donotdespair donotdespair linked a pull request Oct 22, 2023 that will close this issue
34 introduce 3 level local global hierarchical prior for a and b matrices #35
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34 introduce 3 level local global hierarchical prior for a and b matrices bsvars/bsvars
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