Extract raw posterior draws for one or more parameter blocks

Returns an (iterations * chains) by params matrix with Stan-indexed column names (e.g. "beta[1,1]", "phi[2,3]"). Several blocks can be requested at once; their columns are returned side by side in one matrix.

Usage

extract_draws(object, parameter = "all")

Arguments

object: A bvarnet object returned by bvar.
parameter: Character vector naming one or more of "beta", "phi", "sd_u", "sigma", "kappa", or "lp__"; or the single value "all" (the default), which returns every block the fitted model actually has draws for.

Value

A numeric matrix with one row per posterior draw and one column per Stan parameter element, named with the Stan index (e.g. "phi[1,2]"). When several blocks are requested, their columns appear in the order the blocks were named. Use extract_param for a labelled summary table instead of raw draws.

Details

The blocks are the fixed effects beta, the temporal coefficients phi, the random-effect SDs sd_u, the residual SDs sigma, the ordinal thresholds kappa, and lp__, the sampler's log density.

Examples

if (FALSE) { # \dontrun{
# One block
phi <- extract_draws(fit, "phi")

# Several blocks, side by side in one matrix
d <- extract_draws(fit, c("phi", "kappa"))
colnames(d)

# Everything this model has
d <- extract_draws(fit)
} # }