Extract a network matrix of temporal coefficients — extract_network

Returns a named p x p matrix of posterior summary statistics for the VAR lag coefficients at a chosen lag, suitable for network visualisation (e.g., with igraph or qgraph).

Usage

extract_network_matrix(
  object,
  lag = 1L,
  stat = c("mean", "median", "ci_lower", "ci_upper"),
  ci_level = 0.95
)

Arguments

object: A bvarnet object returned by bvar.
lag: Integer. Which lag block. Default 1.
stat: Character. Summary statistic to fill the matrix with: "mean" (default), "median", "ci_lower", or "ci_upper".
ci_level: Numeric scalar strictly between 0 and 1; the mass of the equal-tailed credible interval. Default 0.95. Only used when stat is "ci_lower" or "ci_upper".

Value

A named p x p numeric matrix. Element [i, j] gives the effect of variable i (lagged) on variable j (outcome). Row and column names are the outcome variable names.