Summarize the regressor (eta) distributions

Source: R/TS.R

summarize_etas calculates summary statistics for each of the chunk-level regressors.

measure_ets_vcov generates the variance-covariance matrix for the regressors.

summarize_etas(etas, control = list())

measure_eta_vcov(etas)

Arguments

etas

Matrix of regressors (columns) across iterations of the ptMCMC (rows), as returned from est_regressors.
control

A list of parameters to control the fitting of the Time Series model including the parallel tempering Markov Chain Monte Carlo (ptMCMC) controls. Values not input assume defaults set by TS_control.

Value

summarize_etas: table of summary statistics for chunk-level regressors including mean, median, mode, posterior interval, standard deviation, MCMC error, autocorrelation, and effective sample size for each regressor.

measure_eta_vcov: variance-covariance matrix for chunk-level regressors.

Examples

 etas <- matrix(rnorm(100), 50, 2)
 summarize_etas(etas)
 measure_eta_vcov(etas)