summary.mvgam_irf: Posterior summary of impulse responses

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

Posterior summary of impulse responses

Description

This function takes an mvgam_irf object and calculates a posterior summary of the impulse responses of each series to shocks from each of the other series, at all horizons

Usage

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

Arguments

object	an object of class mvgam_irf obtained using the irf() function. This object will contain draws from the posterior distribution of the impulse responses.
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 impulse responses of each series to shocks from each of the other series at all horizons.

Author(s)

Nicholas J Clark

See Also

irf, plot.mvgam_irf

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