bspec (version 1.6)

ppsample: Posterior predictive sampling

Description

Draws a sample from the posterior predictive distribution specified by the supplied bspec object.

Usage

ppsample(x, ...)
# S3 method for bspec
ppsample(x, start=x$start, ...)

Arguments

x

a bspec object specifying the posterior distribution from which to sample.

start

the start time of the resulting time series.

...

currently unused.

Value

A time series (ts) object of the same kind (with respect to sampling rate and sample size) as the data the posterior distribution is based on.

See Also

bspec, sample.bspec

Examples

# NOT RUN {
par(mfrow=c(2,1))
plot(lh, main="'lh' data")
plot(ppsample(bspec(lh)), main="posterior predictive sample")
par(mfrow=c(1,1))
# }