BGVAR: coef – R documentation

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coef

Extract Model Coefficients of Bayesian GVAR

Description

Extracts the global model coefficients for bgvar for certain quantiles of the posterior distribution. coefficients is an alias for it.

Usage

## S3 method for class 'bgvar'
coef(object, ..., quantile = 0.5)

## S3 method for class 'bgvar'
coefficients(object, ..., quantile = 0.5)

Arguments

`object`	an object of class `bgvar`.
`...`	additional arguments.
`quantile`	reported quantiles. Default is set to the median.

Value

Returns an q times K times K times p array of the global coefficients, where q is the number of specified quantiles (this dimension is dropped if q=1), K the number of endogenous variables and p number of lags.

Examples

library(BGVAR)
data(eerDatasmall)
model.ng <- bgvar(Data=eerDatasmall,W=W.trade0012.small,plag=1,draws=100,burnin=100)
coef(model.ng)


coefficients(model.ng)

BGVAR

Bayesian Global Vector Autoregressions

v2.2.0

GPL-3

Authors

Maximilian Boeck [aut, cre] (<https://orcid.org/0000-0001-6024-8305>), Martin Feldkircher [aut] (<https://orcid.org/0000-0002-5511-9215>), Florian Huber [aut] (<https://orcid.org/0000-0002-2896-7921>)

Initial release