get.param: Extract parameter list and process parameter vectors from an...

In timedeppar: Infer Constant and Stochastic, Time-Dependent Model Parameters

Extract parameter list and process parameter vectors from an object of type timedeppar

Description

This function extracts an element of the stored Markov chain from an object of type timedeppar produced by the function infer.timedeppar and converts it to a format that facilitates re-evaluation of the posterior, evaluation of the underlying model, and sampling from the Ornstein-Uhlenbeck process. In particular, the constant and time-dependent parameters are provided in the same list format as supplied as param.ini to the function infer.timedeppar. In addition, the parameters of the Ornstein-Uhlenbeck process(es) of the time-dependent parameters are provided in different formats (see details below under Value.

Usage

get.param(x, ind.sample)

Arguments

x	results from the function infer.timedeppar of class timedeppar.
ind.sample	index of the stored (potentially thinned) Markov chain defining which parameters to reconstruct. Default is to extract the parameters corresponding to the maximum posterior solution.

Value

list with the following elements:
param: list of constant and time-dependent model parameters,
param.ou.estim: vector of estimated process parameters of all time-dependent parameters,
param.ou.fixed: vector of fixed process parameters of all time-dependent parameters,
param.ou: matrix of Ornstein-Uhlenbeck parameters for all time-dependent parameters; columns are mean, sd and gamma of the processes, rows are the time-dependent parameter(s).
logpdf: corresponding lopdf values (posterior, intermediate densities, and priors),
ind.timedeppar: indices of param at which parameters are time-dependent.
ind.sample: sample index.
ind.chain: corresponding index of the Markov chain.

timedeppar documentation built on Aug. 28, 2023, 5:06 p.m.