summary.varstan {bayesforecast} | R Documentation |
Summary method for a varstan object
Description
Summaries of parameter estimates and MCMC convergence diagnostics (Monte Carlo error, effective sample size, Rhat).
Usage
## S3 method for class 'varstan'
summary(object, robust = FALSE, prob = 0.9, ...)
Arguments
object |
A varstan object. |
robust |
A boolean value, if its |
prob |
A number |
... |
Further arguments passed to |
Value
A data.frame with the posterior mean, standard error, credible intervals, effective sample
size (ess),and Rhat for all the model parameters in a varstan model, if robust
is TRUE
then the posterior mean and standard error, are replaced by the posterior mean and MAD.
Author(s)
Asael Alonzo Matamoros.