This function takes an mvgam_fevd object and
calculates a posterior summary of the error variance decompositions of each
series, at all horizons
# S3 method for mvgam_fevd
summary(object, probs = c(0.025, 0.975), ...)A long-format tibble reporting the posterior median,
upper and lower percentiles of the error variance decompositions of
each series at all horizons.
an object of class mvgam_fevd obtained using the
fevd() function. This object will contain draws from the posterior
distribution of the forecast error variance decompositions.
The upper and lower percentiles to be computed by the quantile function,
in addition to the median
ignored
Nicholas J Clark
fevd, plot.mvgam_fevd