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Improve sampling hyper-parameters · Issue #55 · bsvars/bsvars · GitHub
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Improve sampling hyper-parameters #55
Description
- fix the bug with the cpp function
sample_hyperparameters where
as_scalar(aux_B * prior_B_V_inv * aux_B.t())
has to be replaced by
as_scalar(aux_B.row(n) * prior_B_V_inv * aux_B.row(n).t())
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