cov.psamp


Calculates the posterior samples of the covariance matrices based on the posterior samples of the parameters and the explanatory variables in the covariance regression model.


This package fits a simultaneous regression model for the mean vectors and covariance matrices of multivariate response variables, as described in Hoff and Niu (2012). The explanatory variables can be continuous or discrete. The current version of the package provides the Bayesian estimates.

cov.psamp: Posterior samples of the covariance matrices from the covariance regression model

Description

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