residuals.bsts {bsts} | R Documentation |
Residuals (or posterior distribution of residuals) from a bsts object.
## S3 method for class 'bsts' residuals(object, burn = SuggestBurn(.1, object), mean.only = FALSE, ...)
object |
An object of class |
burn |
The number of MCMC iterations to discard as burn-in. |
mean.only |
Logical. If |
... |
Not used. This argument is here to comply with the signature of the generic residuals function. |
If mean.only
is TRUE
then this function returns a vector
of residuals with the same "time stamp" as the original series. If
mean.only
is FALSE
then the posterior distribution of
the residuals is returned instead, as a matrix of draws. Each row of
the matrix is an MCMC draw, and each column is a time point. The
colnames of the returned matrix will be the timestamps of the original
series, as text.