Thinning Posterior Draws
Thins the MCMC posterior draws in an object of class "bvar" or "bvec".
## S3 method for class 'bvar' thin_posterior(x, thin = 10)
x |
an object of class |
thin |
an integer specifying the thinning interval between successive values of posterior draws. |
An object of class "bvar".
# Load data
data("e1")
e1 <- diff(log(e1)) * 100
# Obtain data matrices
model <- gen_var(e1, p = 2, deterministic = 2,
iterations = 100, burnin = 10)
# Chosen number of iterations and burn-in draws should be much higher.
# Add prior specifications
model <- add_priors(model)
# Obtain posterior draws
object <- draw_posterior(model)
object <- thin_posterior(object)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.