coef.hmclearn function

Extract Model Coefficients

Method for hmclearn objects created by mh and hmc functions. Extracts the specified quantile of the posterior.

## S3 method for class 'hmclearn'
coef(object, burnin = NULL, prob = 0.5, ...)

Arguments

• object: an object of class hmclearn, usually a result of a call to mh or hmc
• burnin: optional numeric parameter for the number of initial MCMC samples to omit from the summary
• prob: quantile to extract coefficients
• ...: additional arguments to pass to quantile

Returns

Numeric vector of parameter point estimates based on the given prob, with a default of the median estimate.

Examples

# Linear regression example
set.seed(521)
X <- cbind(1, matrix(rnorm(300), ncol=3))
betavals <- c(0.5, -1, 2, -3)
y <- X%*%betavals + rnorm(100, sd=.2)

f1 <- hmc(N = 500,
          theta.init = c(rep(0, 4), 1),
          epsilon = 0.01,
          L = 10,
          logPOSTERIOR = linear_posterior,
          glogPOSTERIOR = g_linear_posterior,
          varnames = c(paste0("beta", 0:3), "log_sigma_sq"),
          param=list(y=y, X=X), parallel=FALSE, chains=1)

summary(f1)
coef(f1)