coef.dynamitefit {dynamite} | R Documentation |
Extract Regression Coefficients of a Dynamite Model
Description
Extracts either time-varying or time-invariant parameters of the model.
Usage
## S3 method for class 'dynamitefit'
coef(
object,
parameters = NULL,
type = c("beta", "delta", "nu", "lambda", "psi"),
responses = NULL,
summary = TRUE,
probs = c(0.05, 0.95),
include_alpha = TRUE,
...
)
Arguments
object |
[dynamitefit ] The model fit object.
|
parameters |
[character() ] Parameter(s) for which the samples
should be extracted. Possible options can be found with function
get_parameter_names() . Default is all parameters of specific type for all
responses.
|
type |
[character(1) ] Either beta (the default) for
time-invariant coefficients, delta for time-varying coefficients,
nu for random effects, lambda for factor loadings, or psi for
latent factor. Ignored if the argument parameters is supplied.
|
responses |
[character() ] Response(s) for which the samples
should be extracted. Possible options are elements of
unique(x$priors$response) , and the default is this entire vector.
Ignored if the argument parameters is supplied.
|
summary |
[logical(1) ] If TRUE , returns posterior
mean, standard deviation, and posterior quantiles (as defined by the
probs argument) for all parameters. If FALSE (default), returns the
posterior samples instead.
|
probs |
[numeric() ] Quantiles of interest. Default is
c(0.05, 0.95) .
|
include_alpha |
[logical(1) ] If TRUE (default), extracts also
time-invariant intercept term alpha if time-invariant parameters beta are
extracted, and time-varying alpha if time-varying delta are extracted.
Ignored if the argument parameters is supplied.
@param summary [logical(1) ] If TRUE (default), returns posterior
mean, standard deviation, and posterior quantiles (as defined by the
probs argument) for all parameters. If FALSE , returns the
posterior samples instead.
|
... |
Ignored.
|
Value
A tibble
containing either samples or summary statistics of the
model parameters in a long format.
See Also
Model outputs
as.data.frame.dynamitefit()
,
as.data.table.dynamitefit()
,
as_draws_df.dynamitefit()
,
confint.dynamitefit()
,
dynamite()
,
get_code()
,
get_data()
,
get_parameter_dims()
,
get_parameter_names()
,
get_parameter_types()
,
ndraws.dynamitefit()
,
nobs.dynamitefit()
Examples
data.table::setDTthreads(1) # For CRAN
betas <- coef(gaussian_example_fit, type = "beta")
deltas <- coef(gaussian_example_fit, type = "delta")
[Package
dynamite version 1.4.9
Index]