Hi all I am trying to set up a hierarchical model. My model needs to sample the site-specific mean and covariance between two variables at N different sites, while the mean and covariance also adhere to the global pattern between sites. I am using the LKJ prior to sample the covariance matrix per …

Hierarchical model hyperparameter for sampling the covariance matrix per site from the LKJ distribution

mike-lawrence March 29, 2021, 5:41pm 4

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