stochvol (version 1.3.3)

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.