Extract raw posterior draws for a single parameter block

Returns an (iterations * chains) by params matrix with Stan-indexed column names (e.g. "beta[1,1]", "phi[2,3]").

Usage

extract_draws(object, parameter = c("beta", "phi", "sd_u", "sigma", "kappa"))

Arguments

object

A bvarnet object returned by bvar.

parameter

Character. One of "beta", "phi", "sd_u", "sigma", or "kappa".

Value

A numeric matrix with one row per posterior draw and one column per Stan parameter element.