R/summary.favar.R

In FAVAR: Bayesian Analysis of a FAVAR Model

#' Print Results of FAVAR
#'
#' @description S3 method for class "favar".
#'
#' @param object a "favar" object from function \code{FAVAR}.
#' @param xvar a numeric vector, which variables in \code{X} was printed. It's a index.
#' If it's \code{NULL}, estimation results for X = F + Y is not printed.
#' @param ... additional arguments affecting the summary produced.
#' @return No return value, called for side effects
#'
#' @examples
#' # see FAVAR function
#' @export
summary.favar <- function(object, xvar = NULL,...){
  if (!inherits(object, 'favar')) stop('\nPlease provide an object of class "favar", generated by "FAVAR()".\n')

  # print VAR for FY
  for (i in 1:nrow(object$varrlt$sumrlt$varcoef)) {
    paste('Estimation VAR results for equation',rownames(object$varrlt$sumrlt$varcoef)[i]) %>%
      cat('\n')
    cat('-------------\n')
    data.frame(Estimate = object$varrlt$sumrlt$varcoef[i,],
               se = object$varrlt$sumrlt$varse[i,],
               q025 = object$varrlt$sumrlt$q25[i,],
               q975 = object$varrlt$sumrlt$q975[i,]) %>% round(4) %>% print()
    cat('--------------\n')  }

  # print X = FY
  if (!is.null(xvar)){
      cat('\n=================================================================================\n')
    for (i in xvar) {
      sprintf('Estimation results for the %dth equation in X = FY',i) %>%
        cat('\n------------\n')
     ans <- coda::mcmc(object$Lamb[,,i]) %>% summary()
     ans <- data.frame(loading = ans$statistics[,'Mean'],
               loading_se = ans$statistics[,'Naive SE'],
               q025 = ans$quantiles[,'2.5%'],
               q975 = ans$quantiles[,'97.5%'])
     # ans <- ans[-1,]
     rownames(ans) <- rownames(object$varrlt$sumrlt$varcoef)
     print(ans)
     cat('-------------\n')
    }
  }
}