quantile.opm: Posterior Sample Quantiles

In OrthoPanels: Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

Posterior Sample Quantiles

Description

Produces quantiles of the posterior samples corresponding to the given probabilities. In other words, it is equivalent to computing "quantile(x, ...)", where "x" is the original Monte Carlo sample of the parameter "parm", as produced by opm.

Usage

## S3 method for class 'opm'
quantile(x, parm, ...)

Arguments

x	an instance of class opm whose sample quantiles are wanted
parm	a specification of which parameters are to be given quantiles, either a vector of names ("rho", "sig2", and "beta" are the only legal values) or a vector of positional indices. If missing, all parameters are considered.
...	further arguments passed to the quantile function operating on the individual parameter's samples

Value

A matrix of quantiles for each of the desired parameters, with parameters arranged in columns. If arguments include "names = FALSE", the quantile labels won't be included (i.e., the rownames of the matrix will be NULL).

See Also

quantile

OrthoPanels documentation built on June 9, 2022, 9:05 a.m.