Compare half-life summaries across models

Usage

compare_half_life_response(
  ...,
  horizon = NULL,
  type = c("irf", "cdm"),
  variables = NULL,
  shocks = NULL,
  variable = NULL,
  shock = NULL,
  fraction = 0.5,
  baseline = c("peak", "initial"),
  absolute = TRUE,
  probability = 0.9,
  scale_by = c("none", "shock_sd"),
  scale_var = NULL
)

Arguments

...: Posterior model objects or a named list of model objects.
horizon: Maximum horizon used when object is a posterior model object. If NULL (default), resolves to 20 periods.
type: Response type for posterior model objects: "irf" or "cdm".
variables: Optional response-variable subset.
shocks: Optional shock subset.
variable: Deprecated. Use variables instead.
shock: Deprecated. Use shocks instead.
fraction: Fraction of the reference level used to define the half-life.
baseline: Reference level: "peak" or "initial".
absolute: If TRUE, compute half-lives using absolute responses.
probability: Equal-tailed interval probability.
scale_by: Optional scaling mode for CDMs.
scale_var: Optional scaling variable specification.

Value

A bsvar_post_tbl combining half-life summary results across models, with a model column identifying each input.

Examples

data(us_fiscal_lsuw, package = "bsvars")
spec <- bsvars::specify_bsvar$new(us_fiscal_lsuw, p = 1)
#> The identification is set to the default option of lower-triangular structural matrix.
post1 <- bsvars::estimate(spec, S = 5, show_progress = FALSE)
post2 <- bsvars::estimate(spec, S = 5, show_progress = FALSE)

comp <- compare_half_life_response(m1 = post1, m2 = post2, horizon = 3)
head(comp)
#> # A tibble: 6 × 12
#>   model object_type   variable shock fraction baseline mean_half_life
#>   <chr> <chr>         <chr>    <chr>    <dbl> <chr>             <dbl>
#> 1 m1    half_life_irf ttr      ttr        0.5 peak                 NA
#> 2 m1    half_life_irf ttr      gs         0.5 peak                 NA
#> 3 m1    half_life_irf ttr      gdp        0.5 peak                 NA
#> 4 m1    half_life_irf gs       ttr        0.5 peak                  3
#> 5 m1    half_life_irf gs       gs         0.5 peak                 NA
#> 6 m1    half_life_irf gs       gdp        0.5 peak                 NA
#> # ℹ 5 more variables: median_half_life <dbl>, sd_half_life <dbl>,
#> #   lower_half_life <dbl>, upper_half_life <dbl>, reached_prob <dbl>