summary.mvgam_fevd: Posterior summary of forecast error variance decompositions

In nicholasjclark/mvgam: Multivariate (Dynamic) Generalized Additive Models

Posterior summary of forecast error variance decompositions

Description

This function takes an mvgam_fevd object and calculates a posterior summary of the error variance decompositions of each series, at all horizons

Usage

## S3 method for class 'mvgam_fevd'
summary(object, probs = c(0.025, 0.975), ...)

Arguments

object	an object of class mvgam_fevd obtained using the fevd() function. This object will contain draws from the posterior distribution of the forecast error variance decompositions.
probs	The upper and lower percentiles to be computed by the quantile function, in addition to the median
...	ignored

Value

A long-format tibble / data.frame reporting the posterior median, upper and lower percentiles of the error variance decompositions of each series at all horizons.

Author(s)

Nicholas J Clark

See Also

fevd, plot.mvgam_fevd

nicholasjclark/mvgam documentation built on April 17, 2025, 9:39 p.m.