monitor: Compute summaries of MCMC draws and monitor convergence

Description

Similar to the print method for stanfit objects, but monitor takes an array of simulations as its argument rather than a stanfit object. For a 3-D array (iterations * chains * parameters) of MCMC draws, monitor computes means, standard deviations, quantiles, Monte Carlo standard errors, split Rhats, and effective sample sizes. By default, half of the iterations are considered warmup and are excluded.

Usage

monitor(sims, warmup = floor(dim(sims)[1]/2), 
        probs = c(0.025, 0.25, 0.5, 0.75, 0.975), 
        digits_summary = 1, print = TRUE, ...)

Arguments

sims

A 3-D array (iterations * chains * parameters) of MCMC simulations from any MCMC algorithm.

warmup

The number of warmup iterations to be excluded when computing the summaries. The default is half of the total number of iterations. If sims doesn't include the warmup iterations then warmup should be set to zero.

probs

A numeric vector specifying quantiles of interest. The defaults is c(0.025,0.25,0.5,0.75,0.975).

digits_summary

The number of significant digits to use when printing the summary, defaulting to 1. Applies to the quantities other than the effective sample size, which is always rounded to the nearest integer.

Logical, indicating whether to print the summary after the computations are performed.

…

Additional arguments passed to the underlying print method.

Value

A 2-D array with rows corresponding to parameters and columns to the summary statistics.

References

The Stan Development Team Stan Modeling Language User's Guide and Reference Manual. http://mc-stan.org.

Examples

Run this code

csvfiles <- dir(system.file('misc', package = 'rstan'),
                pattern = 'rstan_doc_ex_[0-9].csv', full.names = TRUE)
fit <- read_stan_csv(csvfiles)
# The following is just for the purpose of giving an example
# since print can be used for a stanfit object.
monitor(extract(fit, permuted = FALSE, inc_warmup = TRUE))