sample_beta(ys, xs, theta, mod, beta_mu, beta_sigma)
Arguments
| ys |
p x n matrix of observation |
| xs |
p x m matrix of time-independent covariates |
| theta |
latent state |
| mod |
dlm model |
| beta_mu |
prior mean of the coefficients |
| beta_sigma |
prior standard deviation of the coefficients |
Value