Added tidy method

Related: #39

Author: mitchelloharawild

NAMESPACE

@@ -9,6 +9,7 @@ S3method(print,FASSTER)
 S3method(report,FASSTER)
 S3method(residuals,FASSTER)
 S3method(stream,FASSTER)
+S3method(tidy,FASSTER)
 export(FASSTER)
 export(fasster)
 import(dlm)

R/model.R

@@ -239,6 +239,24 @@ print.FASSTER <- function(x, ...){
   cat(format(x))
 }
 
+#' Extract coefficients from a FASSTER model
+#'
+#' Obtains the mean and variance of the estimated initial states from a FASSTER
+#' model. Values in the `estimate` column are contains the mean, and the
+#' `std.error` column contains the standard deviation of the initial states.
+#'
+#' @param x An object containing a FASSTER model.
+#' @param ... Unused.
+#'
+#' @export
+tidy.FASSTER <- function(x, ...){
+  tibble(
+    term = colnames(x[["dlm"]][["FF"]]),
+    estimate = x[["dlm"]][["m0"]],
+    std.error = sqrt(diag(x[["dlm"]][["C0"]]))
+  )
+}
+
 #' @export
 #' @importFrom rlang as_quosure sym
 report.FASSTER <- function(object, ...){