Retrieves coefficient / variance-covariance values for Bayesian VARs
generated with bvar. Note that coefficients are available for
every stored draw and credible intervals may be set via the
conf_bands argument.
# S3 method for bvar
coef(object, conf_bands = 0.5, companion = FALSE, ...)# S3 method for bvar
vcov(object, conf_bands = 0.5, ...)
# S3 method for bvar_coefs
print(x, digits = 3L, complete = FALSE, ...)
# S3 method for bvar_vcovs
print(x, digits = 3L, complete = FALSE, ...)
A bvar object, obtained from bvar.
Numeric vector of desired confidence bands to apply.
E.g. for bands at 5%, 10%, 90% and 95% set this to c(0.05, 0.1).
Note that the median, i.e. 0.5 is always included.
Logical scalar. Whether to retrieve the companion matrix of
coefficients. See companion.bvar.
Not used.
Object of class bvar_coefs or bvar_vcovs.
Integer scalar. Fed to round and applied
to numeric outputs (i.e. the quantiles).
Logical scalar. Whether to print only medians or all available confidence bands.
Returns a numeric array of class bvar_coefs /
bvar_vcovs with desired values at the specified confidence bands.
# NOT RUN {
data <- matrix(rnorm(200), ncol = 2)
x <- bvar(data, lags = 2)
# Get coefficent values at the 10%, 50% and 90% quantiles
coef(x, conf_bands = 0.10)
# Only get the median of the variance-covariance matrix
vcov(x, conf_bands = 0.5)
# }
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