compute_mcmc_results {sectorgap}R Documentation

Results for sampled parameters and states

Description

Computes estimation results for the MCMC sampling output for a specific HPDI and evaluation function (e.g. mean or median).

Usage

compute_mcmc_results(
  model,
  settings,
  mcmc,
  data,
  HPDIprob = NULL,
  fit = NULL,
  ...
)

Arguments

model

state space model object, returned by the function define_ssmodel

settings

list with model setting, in the format returned by the function initialize_settings

mcmc

list with draws of parameters and states (including burnin phase)

data

list with at least two named components: tsm is a multiple time series object that contains all observation series, weights is a named list of time series with (nominal) weights, the list names correspond to the different groups, i.e., group1, group2, subgroup1, if present in the model

HPDIprob

probability of highest posterior density interval, optional if fit is supplied

fit

(optional) an object of class fit (returned by the function estimate_ssmodel and this function).

...

additional arguments (in case fit is supplied)

Details

If fit is supplied, the arguments model, settings, mcmc will be taken from this object.

Value

An object of class ss_fit.


[Package sectorgap version 0.1.0 Index]