View source: R/as.data.frame.mcmc_output.R
as.data.frame.mcmc_output | R Documentation |
Converts the MCMC output of run_mcmc
to data.frame
.
## S3 method for class 'mcmc_output'
as.data.frame(
x,
row.names,
optional,
variable = c("theta", "states"),
times,
states,
expand = TRUE,
use_times = TRUE,
...
)
x |
Object of class |
row.names |
Ignored. |
optional |
Ignored. |
variable |
Return samples of |
times |
A vector of indices. In case of states, what time points to return? Default is all. |
states |
A vector of indices. In case of states, what states to return? Default is all. |
expand |
Should the jump-chain be expanded?
Defaults to |
use_times |
If |
... |
Ignored. |
as_draws
which converts the output for
as_draws
object.
data("poisson_series")
model <- bsm_ng(y = poisson_series,
sd_slope = halfnormal(0.1, 0.1),
sd_level = halfnormal(0.1, 1),
distribution = "poisson")
out <- run_mcmc(model, iter = 2000, particles = 10)
head(as.data.frame(out, variable = "theta"))
head(as.data.frame(out, variable = "state"))
# don't expand the jump chain:
head(as.data.frame(out, variable = "theta", expand = FALSE))
# IS-weighted version:
out_is <- run_mcmc(model, iter = 2000, particles = 10,
mcmc_type = "is2")
head(as.data.frame(out_is, variable = "theta"))
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