check_eigen: Check Eigenvalues of Bayesian GVAR object

In tsnet: Fitting, Comparing, and Visualizing Networks Based on Time Series Data

Check Eigenvalues of Bayesian GVAR object

Description

This function checks the eigenvalues of the Beta matrix (containing the temporal coefficients) to assure that the model is stationary. It uses the same check as the graphicalVAR package. The function calculates the eigenvalues of the Beta matrix and checks if the sum of the squares of the real and imaginary parts of the eigenvalues is less than 1. If it is, the VAR model is considered stable.

Usage

check_eigen(fitobj, verbose = TRUE)

Arguments

fitobj	A fitted Bayesian GVAR object. This can be a tsnet_fit object (obtained from stan_gvar, a BGGM object (obtained from var_estimate), or extracted posterior samples (obtained from stan_fit_convert.
verbose	Logical. If TRUE, a verbal summary of the results is printed. Default is TRUE.

Value

A list containing the eigenvalues and a verbal summary of the results.

Examples

 data(fit_data)
 fitobj <- fit_data[[1]]
 result <- check_eigen(fitobj)

tsnet documentation built on June 20, 2025, 9:08 a.m.