rvi {fDMA} | R Documentation |
fDMA
Model.This functions extracts posterior inclusion probabilities for independent variables from dma
object.
rvi(dma.object)
dma.object |
|
matrix
of posterior inclusion probabilities for independent variables
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.90,initvar=10)
r <- rvi(m1)