Extract Samples for a Parameter from a Stan model

Extracts a single from a list of stan output and returns it as a data.table.

Usage

extract_parameter(param, samples, dates)

Arguments

param

Character string indicating the parameter to extract

samples

Extracted stan model (using rstan::extract)

dates

A vector identifying the dimensionality of the parameter to extract. Generally this will be a date.

Value

A data frame containing the parameter name, date, sample id and sample value.

Author

Sam Abbott