DiffusionRjgqd (version 0.1.1)

JGQD.estimates: Extract Parmaeter Estimates from .mle() or .mcmc() Objects.

Description

JGQD.estimates() calculates parameter estimates from .mle() or .mcmc() model objects.

Usage

JGQD.estimates(x, thin = 100, burns, CI = c(0.05, 0.95), corrmat = FALSE, acf.plot = TRUE, palette='mono')

Arguments

x

List object of type 'JGQD.mcmc' or 'JGQD.mle'. That is, when model =JGQD.mcmc() then model constitutes an appropriate object for x.

thin

Thinnging level for parameter chain.

burns

Number of MCMC updates to discard before calculating estimates.

CI

Credibility interval quantiles (for MCMC chains).

corrmat

If TRUE, an estimated correlation matrix is returned in addition to the estimate vector.

acf.plot

If TRUE, an acf plot is drawn for each element of the parameter chain.

palette

Colour palette for drawing trace plots. Default palette = 'mono', otherwise a qualitative palette will be used.

Value

Data frame with parameter estimates and appropriate interval statistics.

References

Updates available on GitHub at https://github.com/eta21.

See Also

JGQD.mcmc, BiJGQD.mcmc.

Examples

example(JGQD.mcmc)