fix dumb bug #30

bsvars · Jul 15, 2024 · 690e657 · 690e657
1 parent e0fb108
commit 690e657
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Showing 2 changed files with 4 additions and 8 deletions.
diff --git a/src/bsvars_sign.cpp b/src/bsvars_sign.cpp
@@ -104,14 +104,9 @@ Rcpp::List bsvar_sign_cpp(
       psi        = hyper.rows(3, N + 2);
 
       // update Minnesota prior
-      prior_v.rows(0, N * p - 1) = lambda * lambda * 
-        prior_v.rows(0, N * p - 1) % 
-        repmat(1 / psi, p, 1);
-
       prior_V    = diagmat(lambda * lambda * prior_v %
                            join_vert(repmat(1 / psi, p, 1),
                                      ones<vec>(K - N * p)));
-      prior_V    = diagmat(prior_v);
       prior_S    = diagmat(psi);
 
       // update dummy observation prior

diff --git a/src/sample_NIW.cpp b/src/sample_NIW.cpp
@@ -64,14 +64,15 @@ arma::field<arma::mat> niw_cpp(
   mat post_B      = post_V * (X.t() * Y + prior_V_inv * prior_B);
 
   // marginal posterior of Sigma
-  mat post_S  = prior_S + Y.t() * Y + prior_B.t() * prior_V_inv * prior_B - post_B.t() * post_V_inv * post_B;
-  post_S      = symmatu(post_S);
+  mat post_S  = prior_S + Y.t() * Y + 
+                prior_B.t() * prior_V_inv * prior_B - 
+                post_B.t() * post_V_inv * post_B;
   int post_nu = prior_nu + T;
 
   field<mat> post(4);
   post(0) = post_B;
   post(1) = post_V;
-  post(2) = post_S;
+  post(2) = symmatu(post_S);
   post(3) = mat(1, 1, fill::ones) * post_nu;
 
   return post;