check_eigen {tsnet} | R Documentation |
Check Eigenvalues of Bayesian GVAR object
Description
This function checks the eigenvalues of the Beta matrix (containing the
temporal coefficients) to assure that the model is stationary. It uses the
same check as the graphicalVAR
package. The function calculates the
eigenvalues of the Beta matrix and checks if the sum of the squares of the
real and imaginary parts of the eigenvalues is less than 1. If it is, the VAR
model is considered stable.
Usage
check_eigen(fitobj, verbose = TRUE)
Arguments
fitobj |
A fitted Bayesian GVAR object. This can be a tsnet_fit object
(obtained from |
verbose |
Logical. If TRUE, a verbal summary of the results is printed.
Default is |
Value
A list containing the eigenvalues and a verbal summary of the results.
Examples
data(fit_data)
fitobj <- fit_data[[1]]
result <- check_eigen(fitobj)
[Package tsnet version 0.2.0 Index]