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Extract random-effect summaries

Source: R/extractors.R
extract_random_effects.Rd

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"),
  ci_level = 0.95
)

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.

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. Only used when what = "sd".

Value

Depends on what; see above.

Array layout

The "mean_u" and "draws_u" arrays are indexed [node, subject, re] (with a leading draw dimension for "draws_u"), matching the Stan declaration array[p] matrix[J, n_re] u. node is named after the outcome columns, subject after the subject index 1..J, and re after the random-effect design columns. Elements are placed by parsing the u[node, subject, re] indices from the draws, so the layout is the same whether the model was fitted through the joint or the nodewise path.