JGQD.estimates: Extract Parmaeter Estimates from '.mle()' or '.mcmc()'...

In DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions

Description

JGQD.estimates() calculates parameter estimates from .mle() or .mcmc() model objects.

Usage

JGQD.estimates(x, thin = 100, burns, CI = c(0.05, 0.95), corrmat =
                 FALSE, acf.plot = TRUE, palette='mono')

Arguments

x	List object of type 'JGQD.mcmc' or 'JGQD.mle'. That is, when model =JGQD.mcmc() then model constitutes an appropriate object for x.
thin	Thinnging level for parameter chain.
burns	Number of MCMC updates to discard before calculating estimates.
CI	Credibility interval quantiles (for MCMC chains).
corrmat	If TRUE, an estimated correlation matrix is returned in addition to the estimate vector.
acf.plot	If TRUE, an acf plot is drawn for each element of the parameter chain.
palette	Colour palette for drawing trace plots. Default palette = 'mono', otherwise a qualitative palette will be used.

Value

Data frame with parameter estimates and appropriate interval statistics.

Author(s)

Etienne A.D. Pienaar: [e-mail]

References

Updates available on GitHub at https://github.com/eta21.

See Also

JGQD.mcmc, BiJGQD.mcmc.

Examples

example(JGQD.mcmc)

DiffusionRjgqd documentation built on May 1, 2019, 9:21 p.m.