Posterior covariance and credible intervals

Usage

# S3 method for class 'qpm_estimate'
vcov(object, ...)

# S3 method for class 'qpm_estimate'
confint(object, parm = NULL, level = 0.9, ...)

Arguments

object: A qpm_estimate.
...: Unused.
parm: Parameters to report; default all.
level: Credible level.

Value

vcov() returns the posterior covariance matrix of the estimated parameters; confint() returns equal-tailed posterior credible intervals (posterior quantiles, not asymptotic intervals).

Examples

# \donttest{
m <- qpm_model(variables = vars(x = "x"), shocks = shocks(e),
               equations = eqs(x ~ rho * x[-1] + e),
               params = list(rho = 0.5))
obs <- simulate(qpm_solve(qpm_calibrate(m, rho = 0.8)), nsim = 120, seed = 1)
est <- qpm_estimate(m, obs, priors(rho = beta(0.5, 0.2)),
                    iter = 300, chains = 1, seed = 2, verbose = FALSE)
vcov(est)
#>             rho
#> rho 0.002844212
confint(est)
#>          5.0%     95.0%
#> rho 0.6432014 0.8089577
# }