stochvol (version 1.1.3)

Extractors: Common Extractors for 'svdraws' Objects

Description

Some simple extractors returning the corresponding element of an svdraws object.

Usage

para(x)
latent(x)
latent0(x)
priors(x)
thinning(x)
runtime(x)

Arguments

x

svdraws object.

Value

• The return value depends on the actual funtion:
• para(x)
  extracts the parameter draws and returns them as an mcmc object.
• latent(x)
  extracts the latent contemporaneous log-volatility draws and returns them as an mcmc object.
• latent0(x)
  extracts the latent initial log-volatility draws and returns as an mcmc object.
• priors(x)
  extracts the prior parameters used and returns them in a list.
• thinning(x)
  extracts the thinning parameters used and returns them in a list.
• runtime(x)
  extracts the runtime and returns it as a proc_time object.