Extracts the global model coefficients for bgvar for certain quantiles of the posterior distribution. coefficients is an alias for it.
Usage
# S3 method for bgvar
coef(object, ..., quantile = 0.5)
# S3 method for 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.
# NOT RUN {library(BGVAR)
data(eerData)
model.ng <- bgvar(Data=eerData,W=W.trade0012,plag=1,saves=100,burns=100)
coef(model.ng)
# }# NOT RUN {coefficients(model.ng)
# }