summary.bmgarch: Summary method for bmgarch objects.

In bmgarch: Bayesian Multivariate GARCH Models

Summary method for bmgarch objects.

Description

Computes posterior summaries for all parameters of interest for bmgarch objects.

Usage

## S3 method for class 'bmgarch'
summary(object, CrI = c(0.025, 0.975), digits = 2, ...)

Arguments

object	bmgarch object.
CrI	Numeric vector (Default: c(.025, .975)). Lower and upper bound of predictive credible interval.
digits	Integer (Default: 2, optional). Number of digits to round to when printing.
...	Not used.

Value

summary.bmgarch object. A named list containing "meta" and "model_summary". model_summary contains summary table for all model parameters.

Author(s)

Stephen R. Martin, Philippe Rast

bmgarch documentation built on Sept. 12, 2023, 1:13 a.m.