R/member.R
In bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

Documented in coef.bvarflat coef.bvarmn coef.bvharmn coef.bvharsp coef.summary.bvharsp coef.varlse coef.vharlse fitted.bvarflat fitted.bvarmn fitted.bvharmn fitted.varlse fitted.vharlse is.boundbvharemp is.bvarflat is.bvarmn is.bvharcv is.bvharemp is.bvharirf is.bvharmn is.bvharmod is.bvharpriorspec is.bvharspec is.covspec is.dlspec is.gdpspec is.horseshoespec is.interceptspec is.ldltspec is.ngspec is.predbvhar is.ssvsinput is.svspec is.varlse is.vharlse residuals.bvarflat residuals.bvarmn residuals.bvharmn residuals.varlse residuals.vharlse

#' Coefficient Matrix of Multivariate Time Series Models
#' 
#' By defining [stats::coef()] for each model, this function returns coefficient matrix estimates.
#' 
#' @param object Model object
#' @param ... not used
#' @return [matrix] object with appropriate dimension.
#' @name coef
#' @export
coef.varlse <- function(object, ...) {
  object$coefficients
}

#' @rdname coef
#' @export
coef.vharlse <- function(object, ...) {
  object$coefficients
}

#' @rdname coef
#' @export
coef.bvarmn <- function(object, ...) {
  object$coefficients
}

#' @rdname coef
#' @export
coef.bvarflat <- function(object, ...) {
  object$coefficients
}

#' @rdname coef
#' @export
coef.bvharmn <- function(object, ...) {
  object$coefficients
}

#' @rdname coef
#' @export
coef.bvharsp <- function(object, ...) {
  object$coefficients
}

#' @rdname coef
#' @export
coef.summary.bvharsp <- function(object, ...) {
  object$coefficients
}

#' Residual Matrix from Multivariate Time Series Models
#' 
#' By defining [stats::residuals()] for each model, this function returns residual.
#' 
#' @param object Model object
#' @param ... not used
#' @return [matrix] object.
#' @name residuals
#' @export
residuals.varlse <- function(object, ...) {
  object$residuals
}

#' @rdname residuals
#' @export
residuals.vharlse <- function(object, ...) {
  object$residuals
}

#' @rdname residuals
#' @export
residuals.bvarmn <- function(object, ...) {
  object$residuals
}

#' @rdname residuals
#' @export
residuals.bvarflat <- function(object, ...) {
  object$residuals
}

#' @rdname residuals
#' @export
residuals.bvharmn <- function(object, ...) {
  object$residuals
}

#' Fitted Matrix from Multivariate Time Series Models
#' 
#' By defining [stats::fitted()] for each model, this function returns fitted matrix.
#' 
#' @param object Model object
#' @param ... not used
#' @return [matrix] object.
#' @name fitted
#' @export
fitted.varlse <- function(object, ...) {
  object$fitted.values
}

#' @rdname fitted
#' @export
fitted.vharlse <- function(object, ...) {
  object$fitted.values
}

#' @rdname fitted
#' @export
fitted.bvarmn <- function(object, ...) {
  object$fitted.values
}

#' @rdname fitted
#' @export
fitted.bvarflat <- function(object, ...) {
  object$fitted.values
}

#' @rdname fitted
#' @export
fitted.bvharmn <- function(object, ...) {
  object$fitted.values
}

#' @rdname var_lm
#' @param x Any object
#' @export
is.varlse <- function(x) {
  inherits(x, "varlse")
}

#' @rdname vhar_lm
#' @param x Any object
#' @export
is.vharlse <- function(x) {
  inherits(x, "vharlse")
}

#' @rdname bvar_minnesota
#' @param x Any object
#' @export
is.bvarmn <- function(x) {
  inherits(x, "bvarmn")
}

#' @rdname bvar_flat
#' @param x Any object
#' @export
is.bvarflat <- function(x) {
  inherits(x, "bvarflat")
}

#' @rdname bvhar_minnesota
#' @param x Any object
#' @export
is.bvharmn <- function(x) {
  inherits(x, "bvharmn")
}

#' @rdname var_lm
#' @export
is.bvharmod <- function(x) {
  inherits(x, "bvharmod")
}

#' @rdname predict
#' @param x Any object
#' @export
is.predbvhar <- function(x) {
  inherits(x, "predbvhar")
}

#' @rdname forecast_roll
#' @param x Any object
#' @export
is.bvharcv <- function(x) {
  inherits(x, "bvharcv")
}

#' @rdname irf
#' @param x Any object
#' @export
is.bvharirf <- function(x) {
  inherits(x, "bvharirf")
}

#' @rdname set_bvar
#' @param x Any object
#' @export
is.bvharspec <- function(x) {
  inherits(x, "bvharspec")
}

#' @rdname set_lambda
#' @param x Any object
#' @export
is.bvharpriorspec <- function(x) {
  inherits(x, "bvharpriorspec")
}

#' @rdname choose_bvar
#' @param x Any object
#' @export
is.bvharemp <- function(x) {
  inherits(x, "bvharemp")
}

#' @rdname bound_bvhar
#' @param x Any object
#' @export
is.boundbvharemp <- function(x) {
  inherits(x, "boundbvharemp")
}

#' @rdname set_intercept
#' @param x Any object
#' @export
is.interceptspec <- function(x) {
  inherits(x, "interceptspec")
}

#' @rdname set_ssvs
#' @param x Any object
#' @export
is.ssvsinput <- function(x) {
  inherits(x, "ssvsinput")
}

#' @rdname set_horseshoe
#' @param x Any object
#' @export
is.horseshoespec <- function(x) {
  inherits(x, "horseshoespec")
}

#' @rdname set_ng
#' @param x Any object
#' @export
is.ngspec <- function(x) {
  inherits(x, "ngspec")
}

#' @rdname set_dl
#' @param x Any object
#' @export
is.dlspec <- function(x) {
  inherits(x, "dlspec")
}

#' @rdname set_gdp
#' @param x Any object
#' @export
is.gdpspec <- function(x) {
  inherits(x, "gdpspec")
}

#' @rdname set_ldlt
#' @param x Any object
#' @export
is.covspec <- function(x) {
  inherits(x, "covspec")
}

#' @rdname set_ldlt
#' @param x Any object
#' @export
is.svspec <- function(x) {
  inherits(x, "svspec")
}

#' @rdname set_ldlt
#' @param x Any object
#' @export
is.ldltspec <- function(x) {
  inherits(x, "ldltspec")
}