SARPosterior

utils.scspill_helpers.structures.SARPosterior(
    rho,
    sigma2,
    beta,
    rho_hat,
    acc_rho,
    step_rho_final,
    rho_bound,
    beta_prior,
    p_factors,
    iters,
    burn,
)

Step-2 posterior: the SAR block conditional on alpha_hat.

Attributes

Name	Type	Description
rho	np.ndarray	Post-burn draws of the spillover intensity, shape (M,).
sigma2	np.ndarray	Post-burn draws of the innovation variance, shape (M,).
beta	np.ndarray or None	Post-burn draws of the covariate coefficients, shape (M, K), or None when there are no covariates.
rho_hat	float	Posterior mean of rho.
acc_rho	float	Post-burn acceptance rate of the random-walk Metropolis step.
step_rho_final	float	Random-walk step size after burn-in adaptation (equals the initial step_rho when adaptation is off).
rho_bound	float	Half-width of the admissible rho support, 0.95 / max(1, max \|eig(Wn)\|).
beta_prior	str	Prior used for beta: "horseshoe" (paper) or "ridge" (R-code compatibility).
p_factors	int	Number of AR(1) latent factors in the error model.
iters, burn	int	Total iterations and burn-in of the sampler.