compute_mcmc_results: Results for sampled parameters and states

In sectorgap: Consistent Economic Trend Cycle Decomposition

Results for sampled parameters and states

Description

Computes estimation results for the MCMC sampling output for a specific HPDI and evaluation function (e.g. mean or median).

Usage

compute_mcmc_results(
  model,
  settings,
  mcmc,
  data,
  HPDIprob = NULL,
  fit = NULL,
  ...
)

Arguments

model	state space model object, returned by the function define_ssmodel
settings	list with model setting, in the format returned by the function initialize_settings
mcmc	list with draws of parameters and states (including burnin phase)
data	list with at least two named components: tsm is a multiple time series object that contains all observation series, weights is a named list of time series with (nominal) weights, the list names correspond to the different groups, i.e., group1, group2, subgroup1, if present in the model
HPDIprob	probability of highest posterior density interval, optional if fit is supplied
fit	(optional) an object of class fit (returned by the function estimate_ssmodel and this function).
...	additional arguments (in case fit is supplied)

Details

If fit is supplied, the arguments model, settings, mcmc will be taken from this object.

Value

An object of class ss_fit.

sectorgap documentation built on May 29, 2024, 10:56 a.m.