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Compare fitted model parameters to simulation truth

Source: R/sim_bvarnet.R
compare_to_truth.Rd

Extracts posterior summaries from a fitted bvarnet object and compares them to the true parameter values used for data generation.

Usage

compare_to_truth(
  fit,
  truth,
  ci_width = 0.9,
  bayes_factor = FALSE,
  null_value = 0
)

Arguments

fit

A fitted bvarnet object (output from bvar()).

truth

The truth component from sim_var() output.

ci_width

Numeric. Width of the credible interval (default 0.90).

bayes_factor

Logical; if TRUE, compute Savage-Dickey BFs for beta and phi parameters and append BF01, BF10, and bf_correct columns. bf_correct is TRUE when BF01 > 1 for true null parameters (true value == null_value) and BF10 > 1 for true non-null parameters. Default FALSE.

null_value

Numeric scalar; the null hypothesis value for Bayes factor computation (default 0). Only used when bayes_factor = TRUE.

Value

A data frame with columns: parameter, node, true_value, post_mean, post_sd, ci_lower, ci_upper, covered (logical), and optionally BF01, BF10, bf_correct.