def beta_post_params(self):
X = self.x
Q = self.Q
Qinv = inv(Q)
A = cdot(self.c0, X.T, Qinv)
m = self.m0 + np.dot(A, self.prior_resid)
C = self.c0 - cdot(A, Q, A.T)
return m, C
def beta_post_params(self):
X = self.x
Q = self.Q
Qinv = inv(Q)
A = cdot(self.c0, X.T, Qinv)
m = self.m0 + np.dot(A, self.prior_resid)
C = self.c0 - cdot(A, Q, A.T)
return m, C
def Q(self):
return cdot(self.x, self.c0, self.x.T) + np.eye(self.nobs)
def Q(self):
return cdot(self.x, self.c0, self.x.T) + np.eye(self.nobs)
