如何从BSTSR包中提取包含概率

GetInclusionProbabilities <- function(bsts.object) {
  # Pulls code from
  # - BoomSpikeSlab::PlotMarginalInclusionProbabilities
  # - bsts::PlotBstsCoefficients
  burn <- SuggestBurn(0.1, bsts.object)
  beta <- bsts.object$coefficients
  beta <- beta[-(1:burn), , drop = FALSE]
  inclusion.prob <- colMeans(beta != 0)
  index <- order(inclusion.prob)
  inclusion.prob <- inclusion.prob[index]
  # End from BoomSpikeSlab/bsts.
  return(data.frame(predictor = names(inclusion.prob),
                    inclusion.prob = inclusion.prob))
}

这也可以用于 CausalImpact 通过 impact$model$bsts.model .