coef {BGVAR} | R Documentation |
Extracts the global model coefficients for bgvar
for certain quantiles of the posterior distribution. coefficients
is an alias for it.
## S3 method for class 'bgvar'
coef(object, ..., quantile = 0.5)
## S3 method for class 'bgvar'
coefficients(object, ..., quantile = 0.5)
object |
An object of class |
... |
Additional arguments. |
quantile |
reported quantiles. Default is set to the median. |
Returns an q
times K
times K
times p
array of the global coefficients, where q
is the number of specified quantiles (this dimension is dropped if q=1
), K
the number of endogenous variables and p
number of lags.
bgvar
for estimation of a bgvar
object.
library(BGVAR)
data(testdata)
model.ng <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100)
coef(model.ng)
coefficients(model.ng)