para.est: Regression parameter estimation by the MBSTS Model
In mbsts: Multivariate Bayesian Structural Time Series

para.est

R Documentation

Regression parameter estimation by the MBSTS Model

Description

Generate feature selection and parameter estimation results of a mbsts object. Provide means and standard deviations of parameter estimation results for selected features.

Usage

para.est(object, prob.threshold = 0.2)

## S4 method for signature 'mbsts'
para.est(object, prob.threshold = 0.2)

Arguments

`object`	An object of the mbsts class created by a call to the mbsts_function function.
`prob.threshold`	A numerical value used as the threshold to only include predictors whose inclusion probabilities are higher than it in the plot. The default is 0.2.#' @param prob.threshold A numerical value used as the threshold to only include predictors whose inclusion probabilities are higher than it in the plot. The default value is 0.2.

Value

A list with the following components

`index`	An array of feature selection results.
`para.est.mean`	An array of means of parameter estimation values of selected features.
`para.est.sd`	An array of standard deviations of parameter estimation values of selected features.