coef: Extract Model Coefficients of Bayesian GVAR

In BGVAR: Bayesian Global Vector Autoregressions

Extract Model Coefficients of Bayesian GVAR

Description

Extracts the global model coefficients for bgvar for certain quantiles of the posterior distribution. coefficients is an alias for it.

Usage

## S3 method for class 'bgvar'
coef(object, ..., quantile = 0.5)

## S3 method for class 'bgvar'
coefficients(object, ..., quantile = 0.5)

Arguments

object	An object of class bgvar.
...	Additional arguments.
quantile	reported quantiles. Default is set to the median.

Value

Returns an q times K times K times p array of the global coefficients, where q is the number of specified quantiles (this dimension is dropped if q=1), K the number of endogenous variables and p number of lags.

See Also

bgvar for estimation of a bgvar object.

Examples

library(BGVAR)
data(testdata)
model.ng <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100)
coef(model.ng)


coefficients(model.ng)

BGVAR documentation built on Oct. 26, 2022, 5:09 p.m.