AlphaPosterior

utils.scspill_helpers.structures.AlphaPosterior(
    draws,
    sigma2,
    alpha_hat,
    iters,
    burn,
)

Step-1 posterior: horseshoe draws of the synthetic weights alpha.

Attributes

Name	Type	Description
draws	np.ndarray	Post-burn alpha draws in original outcome units, shape (M, N).
sigma2	np.ndarray	Post-burn draws of the Step-1 error variance (on the standardized scale), shape (M,).
alpha_hat	np.ndarray	Posterior mean of alpha, shape (N,) – the plug-in weights used by Step 2.
iters, burn	int	Total iterations and burn-in of the sampler.