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bayesforecast (version 1.0.1)

residuals.varstan: Generic function and method for extract the residual of a varstan object

Description

The function returns the posterior estimate of the residuals of a varstan model, similar to the residual functions of other packages.

Usage

# S3 method for varstan
residuals(object, robust = FALSE, ...)

Arguments

object

A varstan object, varstan

robust

A boolean value, if its TRUE it returns the median of the posterior distribution, and if its FALSE it returns the mean, by default is the FALSE value

...

Further arguments passed to posterior_residual.

Value

An array with the posterior estimate of the residuals of the time series model,

Details

This function only extracts the point-wise estimate of the time series residuals for extracting all the data use extract_stan() or posterior_intervals function