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bvartools (version 0.2.4)

thin.bvarlist: Thinning Posterior Draws

Description

Thins the MCMC posterior draws in an object of class "bvarlist".

Usage

# S3 method for bvarlist
thin(x, thin = 10, ...)

Value

An object of class "bvarlist".

Arguments

x

an object of class "bvarlist".

thin

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

...

further arguments passed to or from other methods.

Examples

Run this code

# Load data
data("e1")
e1 <- diff(log(e1)) * 100

# Generate multiple model matrices
model <- gen_var(e1, p = 1:2, deterministic = 2,
                 iterations = 100, burnin = 10)

# Add prior specifications
model <- add_priors(model)

# Obtain posterior draws
object <- draw_posterior(model)

# Thin
object <- thin(object)

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