Extract labelled parameter summaries from a fitted bvarnet model

Returns a single flat data frame with posterior summaries (mean, median, 5th/95th percentiles) and convergence diagnostics (Rhat, ESS) for all model parameters.

Usage

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

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".

Value

A data frame with columns: type, predictor, outcome, mean, median, q5, q95, rhat, ess_bulk, ess_tail, and optionally BF01, BF10.