Draw from the joint posterior predictive for a set of unobserved covariates

Draw from the joint posterior predictive for a set of unobserved covariates

Usage

r_pred_marg_MvT(data, X_u, d_u, d_us, hyperpar, poster, R)

Arguments

data

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

X_u

matrix unobserved instances covariate matrix

d_u

matrix unobserved instances distance matrix

d_us

matrix cross-distance between unobserved and observed instances matrix

hyperpar

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

poster

list output from fit_cpp function

R

integer number of posterior predictive samples

Value

list posterior predictive samples