Posterior Simulation
Forwards model input to posterior simulation functions.
draw_posterior(object, FUN = NULL, mc.cores = NULL)
object |
a list of model specifications, which should be passed on
to function |
FUN |
the function to be applied to each list element in argument |
mc.cores |
the number of cores to use, i.e. at most how many child processes will be run simultaneously. The option is initialized from environment variable MC_CORES if set. Must be at least one, and parallelization requires at least two cores. |
For multiple models a list of objects of class bvarlist.
For a single model the object has the class of the output of the applied posterior
simulation function. In case the package's own functions are used, this will
be "bvar", "bvec" or "dfm".
# Load data
data("e1")
e1 <- diff(log(e1)) * 100
# Generate model
model <- gen_var(e1, p = 1:2, deterministic = 2,
iterations = 100, burnin = 10)
# Chosen number of iterations and burn-in should be much higher.
# Add priors
model <- add_priors(model)
# Obtain posterior draws
object <- draw_posterior(model)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.