fitted.varstan

The function returns the posterior estimate of the fitted values
of a <code>varstan</code> model, similar to the fit_values functions of other
packages.

Fit Bayesian time series models using 'Stan' for full Bayesian inference. A wide range
of distributions and models are supported, allowing users to fit Seasonal ARIMA, ARIMAX, Dynamic
Harmonic Regression, GARCH, t-student innovation GARCH models, asymmetric GARCH, Random Walks, stochastic
volatility models for univariate time series. Prior specifications are flexible and explicitly encourage
users to apply prior distributions that actually reflect their beliefs. Model fit can easily be assessed
and compared with typical visualization methods, information criteria such as loglik, AIC, BIC WAIC, Bayes
factor and leave-one-out cross-validation methods. References: Hyndman (2017)
<doi:10.18637/jss.v027.i03>; Carpenter et al. (2017) <doi:10.18637/jss.v076.i01>.

Asael Alonzo Matamoros

bayesforecast

Bayesian Time Series Modeling with Stan

Cristian Cruz Torres

Andres Dala

Rob Hyndman

Mitchell O'Hara-Wild

fitted.varstan function

<dl><dt>object</dt>
<dd>a <code>varstan</code> object.</dd>
<dt>robust</dt>
<dd>a bool value, if its <code>TRUE</code> it returns the median of the
posterior distribution, and if its <code>FALSE</code> it returns the mean, by default
is the <code>FALSE</code> value.</dd>
<dt>...</dt>
<dd>Further arguments passed to <code>posterior_predict</code>.</dd></dl>

Arguments

Author

Expected Values of the Posterior Predictive Distribution — fitted.varstan

<dl>

<dt>object</dt>
<dd>a <code>varstan</code> object.</dd>


<dt>robust</dt>
<dd>a bool value, if its <code>TRUE</code> it returns the median of the
posterior distribution, and if its <code>FALSE</code> it returns the mean, by default
is the <code>FALSE</code> value.</dd>


<dt>...</dt>
<dd>Further arguments passed to <code>posterior_predict</code>.</dd>

</dl>

fitted.varstan: Expected Values of the Posterior Predictive Distribution

Description

Usage

Value

Arguments

Author

Details

See Also