summary.PosteriorSigma: Provides posterior summary of structural shocks' conditional...

In bsvars: Bayesian Estimation of Structural Vector Autoregressive Models

Provides posterior summary of structural shocks' conditional standard deviations

Description

Provides posterior summary of structural shocks' conditional standard deviations including their mean, standard deviations, as well as 5 and 95 percentiles.

Usage

## S3 method for class 'PosteriorSigma'
summary(object, ...)

Arguments

object	an object of class PosteriorSigma obtained using the compute_conditional_sd() function containing posterior draws of conditional standard deviations of structural shocks.
...	additional arguments affecting the summary produced.

Value

A list reporting the posterior mean, standard deviations, as well as 5 and 95 percentiles of the structural shocks' conditional standard deviations for each of the shocks and periods.

Author(s)

Tomasz Woźniak [e-mail]

See Also

compute_conditional_sd

Examples

specification  = specify_bsvar_sv$new(us_fiscal_lsuw)
burn_in        = estimate(specification, 5)
posterior      = estimate(burn_in, 5)

# compute structural shocks' conditional standard deviations
sigma          = compute_conditional_sd(posterior)
sigma_summary  = summary(sigma)
sigma_summary$shock1[,1] # access posterior mean of shock1

# workflow with the pipe |>
############################################################
set.seed(123)
us_fiscal_lsuw |>
  specify_bsvar_sv$new() |>
  estimate(S = 5) |> 
  estimate(S = 5) |> 
  compute_conditional_sd() |>
  summary() -> sigma_summary
sigma_summary$shock1[,1]

bsvars documentation built on Aug. 22, 2026, 5:09 p.m.