This function is intended for internal use only. It collates the parameters for a single model into one list, given the BUGS model and the paramter simulations in a data frame.
Usage
theta.it(bug, sims, max.phi = 8, max.psi = 1)
Arguments
bug
A BUGS model created in the tsbugs package.
sims
A data.frame of simulated parameter values with column names labelled according to output from the R2OpenBUGS package.
max.phi
Maximum number of phi autoregressive parameters in the mean structure.
max.psi
Maximum number of psi autoregressive parameters in the variance structure. Will be ignored if bug is not a stochastic volatility model.
Details
Returns model parameters as a list for easy manipulation in other functions.