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Save teh posterior mean of the slope parameters as a column vector.

time-shift
Stéphane Adjemia (Scylla) 2018-10-06 16:55:42 +02:00
parent 82187f9d41
commit dfafe86246
1 changed files with 2 additions and 2 deletions
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4
matlab/olsgibbs.m
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@ -162,7 +162,7 @@ for i = discarddraws+1:ndraws
end
% Save posterior moments.
oo_.olsgibbs.(eqtag).posterior.mean.beta = mean(oo_.olsgibbs.(eqtag).draws(:,1:n));
oo_.olsgibbs.(eqtag).posterior.mean.beta = mean(oo_.olsgibbs.(eqtag).draws(:,1:n))';
oo_.olsgibbs.(eqtag).posterior.mean.h = mean(oo_.olsgibbs.(eqtag).draws(:,n+1));
oo_.olsgibbs.(eqtag).posterior.variance.beta = cov(oo_.olsgibbs.(eqtag).draws(:,1:n));
oo_.olsgibbs.(eqtag).posterior.variance.h = var(oo_.olsgibbs.(eqtag).draws(:,n+1));
@ -191,5 +191,5 @@ if ~options_.noprint
sprintf('No. Independent Variables: %d', size(X,2)), ...
sprintf('Observations: %d from %s to %s\n', size(X,1), fp.char, lp.char)};
afterward = {sprintf('s^2: %f', oo_.olsgibbs.(eqtag).s2), sprintf('R^2: %f', oo_.olsgibbs.(eqtag).R2) };
dyn_table(ttitle, preamble, afterward, pnames, {'Posterior mean', 'Posterior std.'}, 4, [transpose(oo_.olsgibbs.(eqtag).posterior.mean.beta), sqrt(diag(oo_.olsgibbs.(eqtag).posterior.variance.beta))]);
dyn_table(ttitle, preamble, afterward, pnames, {'Posterior mean', 'Posterior std.'}, 4, [oo_.olsgibbs.(eqtag).posterior.mean.beta, sqrt(diag(oo_.olsgibbs.(eqtag).posterior.variance.beta))]);
end