A02mcmc: Converts A0 objects to coda MCMC objects
In MSBVAR: Markov-Switching, Bayesian, Vector Autoregression Models

Description Usage Arguments Details Value Author(s) See Also

Converts A0 objects from gibbs.A0.BSVAR into mcmc objects for analysis with coda

1	A02mcmc(x)

`x`	N2 x number of free parameters in A(0) MCMC Gibbs sample object for the B-SVAR model A(0) from `gibbs.A0`. This matrix is a column major to row major version of A(0) that can be used to diagnose covergence and summarize the elements of A(0)

Returns an object of the class mcmc, an N2 x number free parameters in A(0) matrix. This can then be fed into coda for further analysis of the posterior.

Object with class mcmc

Patrick T. Brandt

gibbs.A0,mcmc

MSBVAR documentation built on May 30, 2017, 1:23 a.m.