set.seed(42)
phi <- matrix(
data = c(
-0.357, 0.771, -0.450,
0.000, -0.511, 0.729,
0.000, 0.000, -0.693
),
nrow = 3
)
colnames(phi) <- rownames(phi) <- c("x", "m", "y")
sigma <- matrix(
data = c(
0.24455556, 0.02201587, -0.05004762,
0.02201587, 0.07067800, 0.01539456,
-0.05004762, 0.01539456, 0.07553061
),
nrow = 3
)
colnames(sigma) <- rownames(sigma) <- c("x", "m", "y")
input <- MCPhiSigma(
phi = phi,
sigma = sigma,
vcov_theta = 0.001 * diag(15),
R = 100L,
seed = 42
)$output
phi <- lapply(
X = input,
FUN = function(x) {
x[[1]]
}
)
sigma <- lapply(
X = input,
FUN = function(x) {
x[[2]]
}
)
# Specific time interval ----------------------------------------------------
PosteriorMedStd(
phi = phi,
sigma = sigma,
delta_t = 1,
from = "x",
to = "y",
med = "m"
)
# Range of time intervals ---------------------------------------------------
posterior <- PosteriorMedStd(
phi = phi,
sigma = sigma,
delta_t = 1:5,
from = "x",
to = "y",
med = "m"
)
plot(posterior)
# Methods -------------------------------------------------------------------
# PosteriorMedStd has a number of methods including
# print, summary, confint, and plot
print(posterior)
summary(posterior)
confint(posterior, level = 0.95)
plot(posterior)
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