fitted.varstan: Expected Values of the Posterior Predictive Distribution

In bayesforecast: Bayesian Time Series Modeling with Stan

Description

The function returns the posterior estimate of the fitted values of a varstan model, similar to the fit_values functions of other packages.

Usage

## S3 method for class 'varstan'
fitted(object, robust = FALSE, ...)

Arguments

object	A varstan object, varstan
robust	A boolean value, if its TRUE it returns the median of the posterior distribution, and if its FALSE it returns the mean, by default is the FALSE value
...	Further arguments passed to posterior_predict.

Details

This function returns a time series of the predicted mean response values.

Value

A time series (ts) of predicted mean response values.

Author(s)

Asael Alonzo Matamoros

See Also

posterior_predict.varstan

bayesforecast documentation built on June 17, 2021, 5:14 p.m.