theta.it


A BUGS model created in the tsbugs package.



A <code>data.frame</code> of simulated parameter values with column names labelled according to output from the R2OpenBUGS package.


sims


Maximum number of <code>phi</code> autoregressive parameters in the mean structure.


max.phi


Maximum number of <code>psi</code> autoregressive parameters in the variance structure. Will be ignored if <code>bug</code> is not a stochastic volatility model.


max.psi


This function is intended for internal use only. It collates the parameters for a single model into one <code>list</code>, given the BUGS model and the paramter simulations in a data frame. 


The tsbridge package contains a collection of R functions that can be used to estimate normalising constants using the bridge sampler of Meng and Wong (1996). The functions can be applied to calculate posterior model probabilities for a variety of time series Bayesian models, where parameters are estimated using BUGS, and models themselves are created using the tsbugs package.

theta.it: Convert Parameter Data Frame to List

Description

Usage

Arguments

Details