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 TRUE it returns the median of the posterior distribution, And if its FALSE it returns the mean, by default is the FALSE value

prob

A number p \in (0,1) indicating the desired probability mass to include in the intervals. The default is to report 90% intervals (prob=0.9) rather than the traditionally used 95%.

...

Further arguments passed to summary.

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.


[Package bayesforecast version 1.0.1 Index]