summary.varstan: Summary method for a varstan object

In bayesforecast: Bayesian Time Series Modeling with Stan

Description

Summaries of parameter estimates and MCMC convergence diagnostics (Monte Carlo error, effective sample size, Rhat).

Usage

## S3 method for class 'varstan'
summary(object, robust = FALSE, prob = 0.9, ...)

Arguments

object	A varstan object.
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
prob	A number p (0 < p < 1) indicating the desired probability mass to include in the intervals. The default is to report 90% intervals (prob=0.9) rather than the traditionally used 95%.
...	Further arguments passed to summary.

Value

A data.frame with the posterior mean, standard error, credible intervals, effective sample size (ess),and Rhat for all the model parameters in a varstan model, if robust is TRUE then the posterior mean and standard error, are replaced by the posterior mean and MAD.

Author(s)

Asael Alonzo Matamoros.

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