bpvars (version 2.0)

specify_posterior_bvarPANEL: R6 Class Representing PosteriorBVARPANEL

Description

The class PosteriorBVARPANEL contains posterior output and the specification including the last MCMC draw for the Bayesian Panel VAR model. Note that due to the thinning of the MCMC output the starting value in element last_draw might not be equal to the last draw provided in element posterior.

Public fields

last_draw

an object of class BVARPANEL with the last draw of the current MCMC run as the starting value to be passed to the continuation of the MCMC estimation using estimate().

posterior

a list containing Bayesian estimation output.

Methods

Public methods

• PosteriorBVARPANEL$new()

• PosteriorBVARPANEL$get_posterior()

• PosteriorBVARPANEL$get_last_draw()

• PosteriorBVARPANEL$clone()

---

PosteriorBVARPANEL$new()

Create a new posterior output PosteriorBVARPANEL.

Usage

PosteriorBVARPANEL$new(specification_bvarPANEL, posterior_bvarPANEL)

Arguments

specification_bvarPANEL

an object of class BVARPANEL with the last draw of the current MCMC run as the starting value.

posterior_bvarPANEL

a list containing Bayesian estimation output.

Returns

A posterior output PosteriorBVARPANEL.

---

PosteriorBVARPANEL$get_posterior()

Returns a list containing Bayesian estimation output.

Usage

PosteriorBVARPANEL$get_posterior()

Examples

specification = specify_bvarPANEL$new(
   data = ilo_dynamic_panel[1:5]
)
posterior       = estimate(specification, 5)
posterior$get_posterior()

---

PosteriorBVARPANEL$get_last_draw()

Returns an object of class BVARPANEL with the last draw of the current MCMC run as the starting value to be passed to the continuation of the MCMC estimation using estimate().

Usage

PosteriorBVARPANEL$get_last_draw()

Examples

specification = specify_bvarPANEL$new(
   data = ilo_dynamic_panel[1:5]
)
burn_in        = estimate(specification, 5)
posterior      = estimate(burn_in, 5)

---

PosteriorBVARPANEL$clone()

The objects of this class are cloneable with this method.

Usage

PosteriorBVARPANEL$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

See Also

specify_bvarPANEL

Examples

specification = specify_bvarPANEL$new(
   data = ilo_dynamic_panel[1:5]
)
posterior       = estimate(specification, 5)
class(posterior)


## ------------------------------------------------
## Method `PosteriorBVARPANEL$get_posterior()`
## ------------------------------------------------

specification = specify_bvarPANEL$new(
   data = ilo_dynamic_panel[1:5]
)
posterior       = estimate(specification, 5)
posterior$get_posterior()


## ------------------------------------------------
## Method `PosteriorBVARPANEL$get_last_draw()`
## ------------------------------------------------

specification = specify_bvarPANEL$new(
   data = ilo_dynamic_panel[1:5]
)
burn_in        = estimate(specification, 5)
posterior      = estimate(burn_in, 5)