extract_zsim: Extract the simulated sample of the state variable (zsim).
In luisdamiano/BayesHMM: Full Bayesian Inference for Hidden Markov Models

Description Usage Arguments Value See Also

If the fit object was created via the sim method, this function returns a sample of the state variable from the prior predictive densitiy (i.e. using random values of the parameters). If a dataset was provided when fitting the model instead, the sample is simulated from the posterior predictive density. In the latter case, calling either extract_zsim and extract_zpred are equivalent.

1 2	extract_zsim(fit, n = NULL, reduce = NULL, combine = NULL, chain = "all", ...)

`fit`	An object returned by either `draw_samples` or `optimizing`.
`n`	(optional) An integer number indicating the number of the iteration that should be returned.
`reduce`	A function to be applied to all the samples generated by one chain for each parameters (i.e. "within chain"). Useful if only one or more summary measures of the generated samples is needed (e.g. the median of the generated sample). The function may return one of more elements. In the former case, the dimension is dropped in the returned object (read the Value section below). Note that the user needs to supply a function as an argument, and not a character string with the name of the function.
`combine`	A function applied to all the extracted quantities as an ensemble. In other words, instead of returning a named list where each element is one quantity, it returns the value returned by the function applied to the whole list (`do.call`). Useful when all the elements of the list have the same dimension, possibly because it is used in conjunction with the chain and reduce arguments.
`chain`	Either "all" or any integer number between 1 and the number of chains M.
`...`	Arguments to be passed to rstan's `extract` if the object fit was returned by `fit` or `draw_samples`.

A numeric array with three dimensions [N, M, T]: number of iterations N, number of chains M, length of the time series T, the dimension of the observation vector R. If the argument chain was set, the chain dimension is dropped and the function returns a two-dimensional numeric array [N, T]. If the argument reduce was set to a function returning a vector of size n, the returned array has dimension [n, M, T]. When n is simply one (e.g. median), the number-of-iterations dimension is dropped and the function returns a two-dimensional numeric array [M, T].

Other extract: extract_K, extract_R, extract_T, extract_alpha, extract_data, extract_filename, extract_gamma, extract_model, extract_obs_parameters, extract_parameters, extract_spec, extract_ypred, extract_ysim, extract_y, extract_zpred, extract_zstar, extract