boxplot.mcmc.matrix: Plot the distribution of a matrix

Description

Plot the marginal distribution of each element in the Monte Carlo distribution of a matrix (e.g. a variance matrix or transition probability matrix). Rows and columns in the boxplots correspond to rows and columns in the matrix being plotted.

Usage

BoxplotMcmcMatrix(X, ylim = range(X), col.names,
                    row.names, truth, colors = NULL,
                    las = 0, ...)

Value

Called for its side effect, which is to draw a set of side-by-side boxplots on the current graphics device.

Arguments

X: 3 dimensional array. The first dimension is the Monte Carlo index (e.g. MCMC iteration). The second and third dimensions are the row and column of the matrix being plotted. E.g. X[i,j,k] is Monte Carlo draw i of matrix element j,k.
ylim: 2-vector giving the lower and upper limits of the vertical axis.
col.names: (optional) character vector giving the names of matrix columns (third dimension of X).
row.names: (optional) character vector giving the names of matrix rows (second dimension of X).
truth: (optional) scalar or matrix giving the values of reference lines to be plotted on each boxplot. If a scalar then the same value will be used for each boxplot. If a matrix then the rows and columns of the matrix correspond to the second and third dimension of X.
colors: A vector of colors to use for the boxplots. Each row uses the same color scheme.
las: Controls the orientation of axis labels. See the las section in the help page for par.
...: Extra arguments passed to boxplot

Author

Steven L. Scott

Examples

Run this code

  X <- array(rnorm(1000 * 3 * 4), dim=c(1000, 3, 4))
  dimnames(X)[[2]] <- paste("row", 1:3)
  dimnames(X)[[3]] <- paste("col", 1:4)
  BoxplotMcmcMatrix(X)

  truth <- 0
  BoxplotMcmcMatrix(X, truth=truth)

  truth <- matrix(rnorm(12), ncol=4)
  BoxplotMcmcMatrix(X, truth=truth)