Used the posterior from a full model as priors in the ensemble.
"Merged" the two steps by fitting and then extracting and storing only the parameter draws needed for ensemble weights, predictive fit, and use in the market simulator (Gamma, tau and Omega recombined into Sigma, and log_lik).
Computed and store the means of the needed parameters.
Created a single function for the fit/extract process and run in parallel to speed up the estimation process.