Compute the BPS posterior samples given a set of stacking weights

Compute the BPS posterior samples given a set of stacking weights

Usage

BPS_postdraws_MvT(data, priors, coords, hyperpar, W, R, par)

Arguments

data

list two elements: first named \(Y\), second named \(X\)

priors

list priors: named \(\mu_B\),\(V_r\),\(\Psi\),\(\nu\)

coords

matrix sample coordinates for X and Y

hyperpar

list two elemets: first named \(\alpha\), second named \(\phi\)

W

matrix set of stacking weights

R

integer number of desired samples

par

if TRUE only \(\beta\) and \(\Sigma\) are sampled (\(\omega\) is omitted)

Value

matrix BPS posterior samples