fitted.bsamdpm {bsamGP}R Documentation

Compute fitted values for a bsamdpm object

Description

Computes pointwise posterior means and 100(1-\alpha)% credible intervals of the fitted Bayesian spectral analysis models with Dirichlet process mixture error.

Usage

## S3 method for class 'bsamdpm'
fitted(object, alpha = 0.05, HPD = TRUE, ...)

Arguments

object

a bsamdpm object

alpha

a numeric scalar in the interval (0,1) giving the 100(1-\alpha)% credible intervals.

HPD

a logical variable indicating whether the 100(1-\alpha)% Highest Posterior Density (HPD) intervals are calculated. If HPD=FALSE, the 100(1-\alpha)% equal-tail credible intervals are calculated. The default is TRUE.

...

not used

Details

None.

Value

A list object of class fitted.bsamdpm containing posterior means and 95% credible intervals. Generic function plot displays the results of the fit.

The output list includes the following objects:

edens

posterior estimate for unknown error distribution over grid points.

fxobs

posterior estimates for unknown functions over observation.

fxgrid

posterior estimates for unknown functions over grid points.

wbeta

posterior estimates for parametric part.

yhat

posterior estimates for fitted values of response.

See Also

bsaqdpm, bsardpm

Examples

## See examples for bsaqdpm and bsardpm

[Package bsamGP version 1.2.5 Index]