Summarize Draws of Var-Cov Matrices
summary.bayesm.var is an S3 method to summarize marginal distributions given an array of draws
## S3 method for class 'bayesm.var' summary(object, names, burnin = trunc(0.1 * nrow(Vard)), tvalues, QUANTILES = FALSE , ...)
object |
|
names |
optional character vector of names for the columns of |
burnin |
number of draws to burn-in (def: 0.1*nrow(Vard)) |
tvalues |
optional vector of "true" values for use in simulation examples |
QUANTILES |
logical for should quantiles be displayed (def: |
... |
optional arguments for generic function |
Typically, summary.bayesm.var will be invoked by a call to the generic summary function as in summary(object) where object is of class bayesm.var. Mean, Std Dev, Numerical Standard error (of estimate of posterior mean), relative numerical efficiency (see numEff), and effective sample size are displayed. If QUANTILES=TRUE, quantiles of marginal distirbutions in the columns of Vard are displayed.
Vard is an array of draws of a covariance matrix stored as vectors. Each row is a different draw.
The posterior mean of the vector of standard deviations and the correlation matrix are also displayed
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
## Not run: out=rmnpGibbs(Data,Prior,Mcmc); summary(out$sigmadraw)
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