posterior_predictive: Posterior predictive check
In dsge: Dynamic Stochastic General Equilibrium Models
View source: R/bayes-diagnostics.R
posterior_predictive R Documentation
Posterior predictive check
Description
Simulates data from the posterior predictive distribution and compares
summary statistics (variance, autocorrelation) with the observed data.
This helps assess whether the estimated model can reproduce key features
of the data.
Usage
posterior_predictive(object, ...)
Arguments
object
A "dsge_bayes" object.
...
Additional arguments passed to methods (e.g., n_draws,
statistics, seed).
Value
An object of class "dsge_ppc" with posterior predictive
distributions and p-values for each statistic.
dsge documentation built on Sept. 25, 2026, 5:08 p.m.
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View source: R/bayes-diagnostics.R
| posterior_predictive | R Documentation |
Posterior predictive check
Description
Simulates data from the posterior predictive distribution and compares summary statistics (variance, autocorrelation) with the observed data. This helps assess whether the estimated model can reproduce key features of the data.
Usage
posterior_predictive(object, ...)
Arguments
object |
A |
... |
Additional arguments passed to methods (e.g., |
Value
An object of class "dsge_ppc" with posterior predictive
distributions and p-values for each statistic.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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