posterior_interval.rlgtfit: rlgtfit posterior interval

In Rlgt: Bayesian Exponential Smoothing Models with Trend Modifications

rlgtfit posterior interval

Description

This is a method of the link{rlgtfit} class to produce posterior intervals

Usage

## S3 method for class 'rlgtfit'
posterior_interval(object, prob = 0.9, type = "central", ...)

Arguments

object	an object of class rlgtfit
prob	percentile level to be generated (multiple values can be accepted as a vector)
type	currently only central is available
...	currently not in use

Value

confidence interval

Examples

# The following is a toy example that runs within a few seconds. To get good 
# fitting results the number of iterations should be set to at least 2000, and 
# 4 chains should be used (the default). To speed up computation the number of 
# cores should also be adjusted (default is 4).

rlgt_model <- rlgt(lynx, 
       control=rlgt.control(MAX_NUM_OF_REPEATS=1, NUM_OF_ITER=50, NUM_OF_CHAINS = 1, 
                            NUM_OF_CORES = 1), verbose=TRUE)

# print the model details
posterior_interval(rlgt_model)

Rlgt documentation built on Sept. 16, 2023, 1:08 a.m.