summary.mltsfit {mlts}

Create a summary of a fitted model with class mltsfit

Description

Create a summary of a fitted model with class mltsfit

Usage

## S3 method for class 'mltsfit'
summary(
  object,
  priors = FALSE,
  se = FALSE,
  prob = 0.95,
  bpe = c("mean", "median"),
  digits = 3,
  flag_signif = FALSE,
  ...
)

Arguments

object

An object of class mltsfit.

priors

Add prior information (default = FALSE).

se

Logical. Should the Monte Carlo Standard Error be included in the summary? Defaults to FALSE.

prob

A value between 0 and 1 to indicate the width of the credible interval. Default is .95.

bpe

Bayesian posterior estimate can be either "mean" (the default) or the "median" of the posterior distribution.

digits

Number of digits.

flag_signif

Add significance flags based on prob (default = FALSE).

...

Additional arguments affecting the summary produced.

Value

A summary of model parameters.

Examples

# build simple vector-autoregressive mlts model for two time-series variables
var_model <- mlts_model(q = 2)

# fit model with (artificial) dataset ts_data
fit <- mlts_fit(
  model = var_model,
  data = ts_data,
  ts = c("Y1", "Y2"), # time-series variables
  id = "ID", # identifier variable
  time = "time",
  tinterval = 1 # interval for approximation of continuous-time dynamic model,
)

# inspect model summary
summary(fit)