summary.varstan: Summary method for a 'varstan' object

In bayesforecast: Bayesian Time Series Modeling with Stan

Summary method for a varstan object

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 bool value, if its TRUE it returns the median of the posterior distribution, on the contrary returns the mean. By default, sets to FALSE.
prob	a number p \in (0,1) 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 = TRUE displays posterior mean and standard error, instead of the posterior median and MAD.

Author(s)

Asael Alonzo Matamoros.

bayesforecast documentation built on June 8, 2025, 10:42 a.m.