BGVAR (version 2.5.8)

coef: Extract Model Coefficients of Bayesian GVAR

Description

Extracts the global model coefficients for bgvar for certain quantiles of the posterior distribution. coefficients is an alias for it.

Usage

# S3 method for bgvar
coef(object, ..., quantile = 0.5)
# S3 method for bgvar
coefficients(object, ..., quantile = 0.5)

Value

Returns an q times K times K times p array of the global coefficients, where q is the number of specified quantiles (this dimension is dropped if q=1), K the number of endogenous variables and p number of lags.

Arguments

object

An object of class bgvar.

...

Additional arguments.

quantile

reported quantiles. Default is set to the median.

See Also

bgvar for estimation of a bgvar object.

Examples

# \donttest{
library(BGVAR)
data(testdata)
model.ng <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100)
coef(model.ng)
# }
# \donttest{
coefficients(model.ng)
# }