lv_correlations: Calculate trend correlations based on mvgam latent factor...

In mvgam: Multivariate (Dynamic) Generalized Additive Models

Calculate trend correlations based on mvgam latent factor loadings

Description

This function uses samples of latent trends for each series from a fitted mvgam model to calculates correlations among series' trends

Usage

lv_correlations(object)

Arguments

object

list object returned from mvgam

Value

A list object containing the mean posterior correlations and the full array of posterior correlations

Examples

## Not run: 
simdat <- sim_mvgam()
mod <- mvgam(y ~ s(season, bs = 'cc',
                  k = 6),
            trend_model = AR(),
            use_lv = TRUE,
            n_lv = 2,
            data = simdat$data_train,
            burnin = 300,
            samples = 300,
            chains = 2)
lvcors <- lv_correlations(mod)
names(lvcors)
lapply(lvcors, class)

## End(Not run)

mvgam documentation built on Sept. 11, 2024, 8:55 p.m.