Convert a full prior covariance matrix to block form for spFFBS
Usage
make_prior(m0, C0, nu0, Psi0, p)
Arguments
- m0
(p+n) x q prior mean matrix.
- C0
(p+n) x (p+n) prior covariance matrix (full).
- nu0
Prior degrees of freedom (scalar).
- Psi0
q x q prior scale matrix.
- p
Number of regression coefficients (integer).
Value
A list with elements m, C_bb, C_bw, C_ww, nu, Psi
ready to pass as prior to spFFBS.
