Open stephens999 opened 3 years ago
Should the J in the docs for V be N? so V is R x R x N if you want to supply observation-specific covariance matrix?
V_j is also a bit ambigous here... maybe use V[,,j] ?
Should the J in the docs for V be N? so V is R x R x N if you want to supply observation-specific covariance matrix?
V_j is also a bit ambigous here... maybe use V[,,j] ?