Extract posterior mean parameters in natural shape
params.Rdparams() reshapes posterior mean summaries back into the parameter
layout implied by the fitted model specification.
Value
An object of class "mixgpd_params" (a named list). For
causal fits, params() returns a treated/control pair and includes
a ps block when a propensity-score model was fitted.
Details
This extractor is intended for structural inspection of the fitted model.
Scalar quantities remain scalar, component-specific parameters are returned as
vectors, and linked regression blocks are returned as matrices with covariate
names as columns when available. If propensity-score adjustment is active for
a linked bulk parameter, its coefficient is folded into the returned beta
matrix as a leading "PropScore" column.
For a spliced model, the extractor returns posterior means of the bulk mixture parameters together with component-level threshold, tail-scale, and tail-shape terms. When tail terms are link-mode, the corresponding component-by-covariate beta blocks are returned.
Examples
if (FALSE) { # \dontrun{
y <- abs(stats::rnorm(50)) + 0.1
bundle <- build_nimble_bundle(y = y, backend = "sb", kernel = "normal",
GPD = TRUE, components = 6,
mcmc = list(niter = 200, nburnin = 50, thin = 1, nchains = 1))
fit <- run_mcmc_bundle_manual(bundle)
params(fit)
p <- params(fit)
} # }