Extracts credible intervals from dynamitefit object.
Usage
# S3 method for class 'dynamitefit'
confint(object, parm, level = 0.95, ...)Value
The rows of the resulting matrix will be named using the following
logic: {parameter}_{time}_{category}_{group} where parameter is the
name of the parameter, time is the time index of the parameter,
category specifies the level of the response the parameter
is related to if the response is categorical, and group determines which
group of observations the parameter is related to in the case of random
effects and loadings. Non-applicable fields in the this syntax are set
to NA.
See also
Model outputs
as.data.frame.dynamitefit(),
as.data.table.dynamitefit(),
as_draws_df.dynamitefit(),
coef.dynamitefit(),
dynamite(),
get_code(),
get_data(),
get_parameter_dims(),
get_parameter_names(),
get_parameter_types(),
ndraws.dynamitefit(),
nobs.dynamitefit()
Examples
data.table::setDTthreads(1) # For CRAN
confint(gaussian_example_fit, level = 0.9)
#> 5% 95%
#> alpha_y_1_NA_NA NA NA
#> alpha_y_2_NA_NA 4.523993e-03 0.102596029
#> alpha_y_3_NA_NA 3.359892e-02 0.160444793
#> alpha_y_4_NA_NA 1.027873e-01 0.232540083
#> alpha_y_5_NA_NA 1.990054e-01 0.325578658
#> alpha_y_6_NA_NA 2.495795e-01 0.372449363
#> alpha_y_7_NA_NA 2.757729e-01 0.399835032
#> alpha_y_8_NA_NA 3.646104e-01 0.480932301
#> alpha_y_9_NA_NA 3.919917e-01 0.519677560
#> alpha_y_10_NA_NA 3.500797e-01 0.491642343
#> alpha_y_11_NA_NA 3.403296e-01 0.472880570
#> alpha_y_12_NA_NA 3.721109e-01 0.517069255
#> alpha_y_13_NA_NA 4.256413e-01 0.563701653
#> alpha_y_14_NA_NA 4.508549e-01 0.566089018
#> alpha_y_15_NA_NA 4.244461e-01 0.563042309
#> alpha_y_16_NA_NA 4.056710e-01 0.539230818
#> alpha_y_17_NA_NA 4.032323e-01 0.533287337
#> alpha_y_18_NA_NA 3.952055e-01 0.526240097
#> alpha_y_19_NA_NA 3.632834e-01 0.493968029
#> alpha_y_20_NA_NA 3.202149e-01 0.452028381
#> alpha_y_21_NA_NA 2.602953e-01 0.397567475
#> alpha_y_22_NA_NA 1.545481e-01 0.288289473
#> alpha_y_23_NA_NA 8.637629e-03 0.118678163
#> alpha_y_24_NA_NA -5.573237e-02 0.053260588
#> alpha_y_25_NA_NA -3.262542e-02 0.078526519
#> alpha_y_26_NA_NA -3.935294e-06 0.100660195
#> alpha_y_27_NA_NA 1.267877e-02 0.122305659
#> alpha_y_28_NA_NA 3.753272e-02 0.162030500
#> alpha_y_29_NA_NA 1.727556e-01 0.293282789
#> alpha_y_30_NA_NA 6.511299e-01 0.803205032
#> beta_y_z_NA_NA_NA 1.949136e+00 1.984239847
#> delta_y_x_1_NA_NA NA NA
#> delta_y_x_2_NA_NA -2.140651e-01 -0.109780116
#> delta_y_x_3_NA_NA -9.661983e-01 -0.852173569
#> delta_y_x_4_NA_NA -9.239329e-01 -0.839499886
#> delta_y_x_5_NA_NA -9.587950e-01 -0.884174732
#> delta_y_x_6_NA_NA -1.098449e+00 -1.033927809
#> delta_y_x_7_NA_NA -1.175602e+00 -1.100404037
#> delta_y_x_8_NA_NA -1.035984e+00 -0.962228004
#> delta_y_x_9_NA_NA -9.418789e-01 -0.864142998
#> delta_y_x_10_NA_NA -1.046748e+00 -0.974574117
#> delta_y_x_11_NA_NA -1.223947e+00 -1.165802005
#> delta_y_x_12_NA_NA -1.404571e+00 -1.332891359
#> delta_y_x_13_NA_NA -1.486715e+00 -1.424051353
#> delta_y_x_14_NA_NA -1.487714e+00 -1.422547170
#> delta_y_x_15_NA_NA -1.446169e+00 -1.381804106
#> delta_y_x_16_NA_NA -1.446872e+00 -1.389537774
#> delta_y_x_17_NA_NA -1.456185e+00 -1.384385479
#> delta_y_x_18_NA_NA -1.398059e+00 -1.335546923
#> delta_y_x_19_NA_NA -1.381143e+00 -1.316983285
#> delta_y_x_20_NA_NA -1.388983e+00 -1.313945369
#> delta_y_x_21_NA_NA -1.306640e+00 -1.240737017
#> delta_y_x_22_NA_NA -1.253168e+00 -1.176769426
#> delta_y_x_23_NA_NA -1.279166e+00 -1.211951431
#> delta_y_x_24_NA_NA -1.245856e+00 -1.170451671
#> delta_y_x_25_NA_NA -1.109322e+00 -1.036566113
#> delta_y_x_26_NA_NA -9.370633e-01 -0.864553806
#> delta_y_x_27_NA_NA -7.805103e-01 -0.699271552
#> delta_y_x_28_NA_NA -6.777650e-01 -0.597374303
#> delta_y_x_29_NA_NA -6.759793e-01 -0.573684019
#> delta_y_x_30_NA_NA -2.639551e-01 -0.170006895
#> delta_y_y_lag1_1_NA_NA NA NA
#> delta_y_y_lag1_2_NA_NA 2.693359e-02 0.111502050
#> delta_y_y_lag1_3_NA_NA 1.276624e-01 0.201562837
#> delta_y_y_lag1_4_NA_NA 1.332381e-01 0.185436403
#> delta_y_y_lag1_5_NA_NA 1.362361e-01 0.184274517
#> delta_y_y_lag1_6_NA_NA 1.577467e-01 0.201269787
#> delta_y_y_lag1_7_NA_NA 1.869231e-01 0.231708845
#> delta_y_y_lag1_8_NA_NA 2.108034e-01 0.251270852
#> delta_y_y_lag1_9_NA_NA 2.574953e-01 0.302521289
#> delta_y_y_lag1_10_NA_NA 3.359790e-01 0.384805049
#> delta_y_y_lag1_11_NA_NA 4.385428e-01 0.477644495
#> delta_y_y_lag1_12_NA_NA 5.064863e-01 0.543360361
#> delta_y_y_lag1_13_NA_NA 5.126052e-01 0.543766133
#> delta_y_y_lag1_14_NA_NA 4.751510e-01 0.503739288
#> delta_y_y_lag1_15_NA_NA 4.226538e-01 0.452675141
#> delta_y_y_lag1_16_NA_NA 3.899357e-01 0.420632883
#> delta_y_y_lag1_17_NA_NA 3.754850e-01 0.411599622
#> delta_y_y_lag1_18_NA_NA 3.777250e-01 0.409423065
#> delta_y_y_lag1_19_NA_NA 3.671966e-01 0.399022882
#> delta_y_y_lag1_20_NA_NA 3.396516e-01 0.377676931
#> delta_y_y_lag1_21_NA_NA 3.079593e-01 0.343735055
#> delta_y_y_lag1_22_NA_NA 2.680208e-01 0.305820595
#> delta_y_y_lag1_23_NA_NA 2.366441e-01 0.271021339
#> delta_y_y_lag1_24_NA_NA 2.183647e-01 0.256928862
#> delta_y_y_lag1_25_NA_NA 2.152175e-01 0.256754306
#> delta_y_y_lag1_26_NA_NA 1.808735e-01 0.220963619
#> delta_y_y_lag1_27_NA_NA 1.133814e-01 0.154441741
#> delta_y_y_lag1_28_NA_NA 2.137628e-02 0.072069728
#> delta_y_y_lag1_29_NA_NA -6.947449e-02 -0.008900573
#> delta_y_y_lag1_30_NA_NA 9.616872e-03 0.098969316
#> nu_y_alpha_NA_NA_1 -1.489707e-01 -0.034425961
#> nu_y_alpha_NA_NA_2 -1.101465e-01 0.006639100
#> nu_y_alpha_NA_NA_3 2.966781e-02 0.153729578
#> nu_y_alpha_NA_NA_4 -2.249542e-02 0.092851192
#> nu_y_alpha_NA_NA_5 -1.041095e-01 0.021548818
#> nu_y_alpha_NA_NA_6 6.437379e-02 0.177625091
#> nu_y_alpha_NA_NA_7 -1.614390e-02 0.098079460
#> nu_y_alpha_NA_NA_8 -1.508397e-01 -0.022266947
#> nu_y_alpha_NA_NA_9 -8.749513e-02 0.028928615
#> nu_y_alpha_NA_NA_10 -1.412191e-01 -0.021662580
#> nu_y_alpha_NA_NA_11 5.074919e-02 0.175470198
#> nu_y_alpha_NA_NA_12 -8.573498e-02 0.037627269
#> nu_y_alpha_NA_NA_13 -3.651632e-02 0.093432080
#> nu_y_alpha_NA_NA_14 -6.406755e-02 0.051779504
#> nu_y_alpha_NA_NA_15 -1.334432e-01 -0.022891301
#> nu_y_alpha_NA_NA_16 1.189248e-01 0.247382674
#> nu_y_alpha_NA_NA_17 -4.465580e-03 0.107305388
#> nu_y_alpha_NA_NA_18 -2.810331e-01 -0.167231896
#> nu_y_alpha_NA_NA_19 -2.179973e-02 0.105130364
#> nu_y_alpha_NA_NA_20 -2.558402e-02 0.077005680
#> nu_y_alpha_NA_NA_21 -1.747152e-01 -0.059276472
#> nu_y_alpha_NA_NA_22 -7.679899e-02 0.050340768
#> nu_y_alpha_NA_NA_23 -1.877313e-01 -0.071091299
#> nu_y_alpha_NA_NA_24 -1.482093e-01 -0.033621879
#> nu_y_alpha_NA_NA_25 -1.007265e-01 0.017994418
#> nu_y_alpha_NA_NA_26 -1.800573e-01 -0.070422226
#> nu_y_alpha_NA_NA_27 2.113455e-02 0.139184008
#> nu_y_alpha_NA_NA_28 -1.012392e-01 0.017283459
#> nu_y_alpha_NA_NA_29 -1.425264e-01 -0.017553696
#> nu_y_alpha_NA_NA_30 4.230518e-02 0.164018405
#> nu_y_alpha_NA_NA_31 -9.036620e-02 0.034262600
#> nu_y_alpha_NA_NA_32 -1.037199e-01 0.030813037
#> nu_y_alpha_NA_NA_33 -1.829814e-03 0.110442403
#> nu_y_alpha_NA_NA_34 3.036013e-02 0.157468985
#> nu_y_alpha_NA_NA_35 -2.336594e-02 0.102503742
#> nu_y_alpha_NA_NA_36 3.356255e-02 0.169358423
#> nu_y_alpha_NA_NA_37 1.987934e-02 0.152544564
#> nu_y_alpha_NA_NA_38 -6.984231e-02 0.057836406
#> nu_y_alpha_NA_NA_39 -5.890937e-02 0.061691569
#> nu_y_alpha_NA_NA_40 -9.800524e-02 0.025874339
#> nu_y_alpha_NA_NA_41 -1.265697e-01 -0.001644795
#> nu_y_alpha_NA_NA_42 -3.286195e-02 0.088924471
#> nu_y_alpha_NA_NA_43 -1.672104e-01 -0.055155832
#> nu_y_alpha_NA_NA_44 1.552476e-01 0.279116344
#> nu_y_alpha_NA_NA_45 2.483351e-02 0.150806854
#> nu_y_alpha_NA_NA_46 -1.104029e-01 0.009186959
#> nu_y_alpha_NA_NA_47 -4.150920e-02 0.086011583
#> nu_y_alpha_NA_NA_48 -9.088547e-02 0.029514883
#> nu_y_alpha_NA_NA_49 -1.392437e-02 0.117751149
#> nu_y_alpha_NA_NA_50 -6.897436e-02 0.053294097
#> sigma_y_NA_NA_NA 1.920934e-01 0.205189135
#> sigma_nu_y_alpha_NA_NA_NA 7.913559e-02 0.119782251
#> tau_y_x_NA_NA_NA 2.533038e-01 0.497250450
#> tau_y_y_lag1_NA_NA_NA 7.639169e-02 0.139829649
#> tau_alpha_y_NA_NA_NA 1.386284e-01 0.283403259