ngme_result: Access the result of a ngme fitted model

In ngme2: Linear Latent Non-Gaussian Models with Flexible Distributions

Access the result of a ngme fitted model

Description

Access the result of a ngme fitted model

Usage

ngme_result(ngme_object, model = NULL, transformed = TRUE)

Arguments

ngme_object	a ngme fitted model object
model	latent model name to filter by (e.g., "my_ar1", "my_matern", "my_rw1", etc.), "data" for fixed effects and measurement noise, if NULL, return all models
transformed	logical, if TRUE (default) return transformed parameters, if FALSE return raw parameters

Value

a list of parameters for the specified model, or all models if model is NULL

Examples

# Fit a simple AR(1) model
set.seed(1)
Y <- 1:10
n_obs <- length(Y)
x1 <- rnorm(n_obs)
x2 <- runif(n_obs)

ngme_out <- ngme(
  Y ~ x1 + x2 + f(
    1:n_obs,
    name = "my_ar",
    model = ar1(rho = 0.5),
    noise = noise_nig(mu = 2, sigma = 3, nu = 1)
  ),
  data = data.frame(x1 = x1, x2 = x2, Y = Y),
  control_opt = control_opt(estimation = FALSE)
)

# Get all model parameters (transformed)
all_params <- ngme_result(ngme_out)
# Returns: list(my_ar = list(rho = 0.5, mu = 2, sigma = 3, nu = 1),
#               data = list(fixed_effects = c(...), sigma = 0.5))

# Get parameters for specific latent model
ar_params <- ngme_result(ngme_out, model = "my_ar")
# Returns: list(rho = 0.5, mu = 2, sigma = 3, nu = 1)

# Get raw (untransformed) parameters
ar_raw <- ngme_result(ngme_out, model = "my_ar", transformed = FALSE)
# Returns: list(theta_rho = 1.099, mu = 2, sigma = 3, nu = 1)

# Get fixed effects and measurement noise
data_params <- ngme_result(ngme_out, model = "data")
# Returns: list(fixed_effects = c(...), sigma = 0.5, ...)

# For models with multiple latent processes
ngme_out2 <- ngme(
  Y ~ x1 + x2 + f(
    1:n_obs,
    name = "my_ar",
    model = ar1(rho = 0.5),
    noise = noise_nig(mu = 2, sigma = 3, nu = 1)
  ) + f(
    1:n_obs,
    name = "my_ou",
    model = ou(),
    noise = noise_normal(sigma = 1)
  ),
  data = data.frame(x1 = x1, x2 = x2, Y = Y),
  control_opt = control_opt(estimation = FALSE)
)

# Get all models
all_models <- ngme_result(ngme_out2)
# Returns: list(my_ar = list(...), my_ou = list(...), data = list(...))

# Get specific model
ou_params <- ngme_result(ngme_out2, model = "my_ou")
# Returns: list(theta_K1 = 0.5, sigma = 1)

ngme2 documentation built on May 20, 2026, 9:10 a.m.