create_interval_borders: Create lower or upper interval border from future MCMC draws

In bdemeshev/torro:

Description

create_interval_borders creates lower or upper interval borders from future MCMC draws

Usage

create_interval_borders(y_future, level = c(80, 95), type = c("lower",
  "upper"))

Arguments

y_future	data frame with n_draws rows. Each column represent future MCMC draws for specific variable for specific forecast horizon.
level	vector of confidence levels
type	lower or upper for left and right borders of intervals

Details

Just finds the appropriate quantile of future draws.

Value

matrix of interval borders. One column corresponds for one confidence level.

Examples

a <- tibble::tibble(x = rnorm(100, mean = 2, sd = 1), 
  y = rnorm(100, mean = -2, sd = 4))
create_interval_borders(a, type = "lower")

bdemeshev/torro documentation built on May 21, 2019, 8:36 a.m.