p_rho function

Returns the posterior density $p(\rho|\Theta)$

p_rho(x, y, rho, log.p = FALSE)

Arguments

• x: an array of dimension time x variable x case of terms.
• y: a matrix of dimension time x case of responses.
• rho: vector of quantiles.
• log.p: if TRUE, probabilities are given as log(p).