bvartools (version 0.1.0)

thin_posterior: Thinning Posterior Draws

Description

Thins the MCMC posterior draws in an object of class "bvar", "bvarlist" or "bvec".

Usage

thin_posterior(x, thin)

Arguments

x

an object of class "bvar", "bvarlist" or "bvec".

thin

an integer specifying the thinning interval between successive values of posterior draws.

Examples

# NOT RUN {
# Load data
data("e1")
e1 <- diff(log(e1)) * 100

# Obtain data matrices
model <- gen_var(e1, p = 2, deterministic = 2,
                 iterations = 100, burnin = 10)
# Chosen number of iterations and burn-in draws should be much higher.

# Add prior specifications
model <- add_priors(model)

# Obtain posterior draws
object <- draw_posterior(model)

object <- thin_posterior(object)

# }