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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