S4 class for the Bayesian estimation results

Description

S4 class for the Bayesian estimation results

Slots

sigma2

vector of posterior samples for σ^2

mu

matrix of posterior samples for μ

omega

matrix of posterior samples for ω

alpha

matrix of posterior samples for α

beta

matrix of posterior samples for β

random

1, 2 or c(1,2)

burnIn

proposal for the burn-in phase

thinning

proposal for the thinning rate

model

'OU' or 'CIR'

prior

list of prior values, input variable or calculated by the first 10% of series

times

vector of observation times, storage of input variable

X

matrix of observations, storage of input variable

ind.4.prior

indices of series used for the prior parameter calculation, if prior knowledge is availabe it is set to M+1

Results