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nk027 avatar nk027 commented on August 11, 2024

Currently we have this for:

function outputs options
irf, fevd draws, quantiles thinning, bands, no mean!
predict draws, quantiles thinning, bands, no mean!
plot for both time series uses outputs
coef, vcov, companion summaries mean, bands, no thinning
fitted, predict, resid summaries bands, mean

I'd say that we generally want a location and a scale for the posteriors. At the moment that is mostly the median + quantiles. I guess for the location we would generally want the mean? For the scale, we may want SD, HPDI, etc.

For the functions that means we may want to

  • Add the mean or change median to mean?
  • Allow more and potentially ~custom summaries, e.g. coda::HPDinterval?
  • Allow single draws?

Maybe the default argument would look like type = c("mean+quantiles", "mean", "quantiles", "draw")?

from bvar.

nk027 avatar nk027 commented on August 11, 2024

Just to note -- this would change default behavior and would only be a feature for a major version update.

from bvar.

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