Samples the coefficients of a linear regression. The prior distribution is multivariate normal and it is specified in prior_spec.
update_regressors(dependent_variable, independent_variables, beta, prior_spec)the left hand side
the matrix of the independent variables. Has to be of same height as the length of the dependent variable
the vector of the latent states used in MDA. Updated in place
prior specification object. See type_definitions.h
Other stochvol_cpp:
update_fast_sv(),
update_general_sv(),
update_t_error()