bdp_dw_est_post_stats {beyondWhittle}

Calculating the estimated posterior mean, median and credible region (tv-PSD)

Description

Calculating the estimated posterior mean, median and credible region (tv-PSD)

Usage

bdp_dw_est_post_stats(post_sample, rescaled_time, freq, unif_CR = FALSE)

Arguments

post_sample

the posterior sample generated by bdp_dw_mcmc.

rescaled_time, freq

numeric vectors forming a rectangular grid on which the estimated tv-PSD is evaluated.

unif_CR

a Boolean value (default FALSE) indicating whether to calculate the uniform credible region rescaled_time must be in [0,1] and freq must be in [0,\pi].

Value

list containing the following fields:

tvpsd.mean, tvpsd.median

posterior mean and pointwise posterior median (matrices of dimension length(rescaled_time) by length(freq))

tvpsd.p05, tvpsd.p95

90 percent pointwise credibility interval

tvpsd.u05, tvpsd.u95

90 percent uniform credibility interval if unif_CR = TRUE. Otherwise NA