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Extract labelled parameter summaries from a fitted bvarnet model

Source: R/extract_param.R
extract_param.Rd

Returns a single flat data frame with posterior summaries (mean, median, and an equal-tailed credible interval) and convergence diagnostics (Rhat, ESS) for all model parameters.

Usage

extract_param(
  object,
  bayes_factor = FALSE,
  null_value = 0,
  type = NULL,
  ci_level = 0.95
)

Arguments

object

A bvarnet object returned by bvar().

bayes_factor

Logical; if TRUE, append BF01 and BF10 columns computed via the Savage-Dickey density ratio for beta and phi parameters. Default FALSE.

null_value

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

type

Character vector or NULL (default). If supplied, only rows matching the given type(s) are returned. Valid values are: "Intercept", "Fixed Effect", "Autoregressive", "Cross-lagged", "Random Effect SD", "Residual SD", "Threshold".

ci_level

Numeric scalar strictly between 0 and 1; the mass of the equal-tailed credible interval reported in ci_lower and ci_upper. Default 0.95.

Value

A data frame with columns: type, predictor, outcome, mean, median, ci_lower, ci_upper, rhat, ess_bulk, ess_tail, and optionally BF01, BF10.