Access the result of a ngme fitted model

Access the result of a ngme fitted model

ngme_result(ngme_object, model = NULL, transformed = TRUE)

Arguments

ngme_object

a ngme fitted model object

model

latent model name to filter by (e.g., "my_ar1", "my_matern", "my_rw1", etc.), "data" for fixed effects and measurement noise, if NULL, return all models

transformed

logical, if TRUE (default) return transformed parameters, if FALSE return raw parameters

Value

a list of parameters for the specified model, or all models if model is NULL

See also

extract_parameters for the underlying function

Examples

if (FALSE) { # \dontrun{
# Fit a simple AR(1) model
Y <- 1:10; n_obs <- length(Y)
x1 <- runif(n_obs)
x2 <- rexp(n_obs)

ngme_out <- ngme(
  Y ~ x1 + x2 + f(
    1:n_obs,
    name = "my_ar",
    model = "ar1",
    rho = 0.5,
    noise = noise_nig(mu=2, sigma=3, nu=1)
  ),
  data = data.frame(x1=x1, x2=x2, Y=Y)
)

# Get all model parameters (transformed)
all_params <- ngme_result(ngme_out)
# Returns: list(my_ar = list(rho = 0.5, mu = 2, sigma = 3, nu = 1),
#               data = list(fixed_effects = c(...), sigma = 0.5))

# Get parameters for specific latent model
ar_params <- ngme_result(ngme_out, model = "my_ar")
# Returns: list(rho = 0.5, mu = 2, sigma = 3, nu = 1)

# Get raw (untransformed) parameters
ar_raw <- ngme_result(ngme_out, model = "my_ar", transformed = FALSE)
# Returns: list(theta_rho = 1.099, mu = 2, sigma = 3, nu = 1)

# Get fixed effects and measurement noise
data_params <- ngme_result(ngme_out, model = "data")
# Returns: list(fixed_effects = c(...), sigma = 0.5, ...)

# For models with multiple latent processes
ngme_out2 <- ngme(
  Y ~ x1 + x2 + f(
    1:n_obs,
    name = "my_ar",
    model = "ar1",
    noise = noise_nig(mu=2, sigma=3, nu=1)
  ) + f(
    1:n_obs,
    name = "my_ou",
    model = "ou",
    noise = noise_normal(sigma=1)
  ),
  data = data.frame(x1=x1, x2=x2, Y=Y)
)

# Get all models
all_models <- ngme_result(ngme_out2)
# Returns: list(my_ar = list(...), my_ou = list(...), data = list(...))

# Get specific model
ou_params <- ngme_result(ngme_out2, model = "my_ou")
# Returns: list(theta_K1 = 0.5, sigma = 1)
} # }