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Returns random-effect standard deviations (group-level variance), subject-level posterior means, or the full posterior draws of the subject-level random effects u.

Usage

extract_random_effects(object, what = c("sd", "mean_u", "draws_u"))

Arguments

object

A bvarnet object returned by bvar.

what

Character. What to extract:

"sd"

Data frame of random-effect SD summaries (from extract_param).

"mean_u"

3D array [node, subject, re] of posterior means of subject-level effects.

"draws_u"

4D array [draw, node, subject, re] of full posterior draws.

Value

Depends on what; see above.