Rtwalk (version 1.8.0)

Ana: Perform some basic autocorrelation analysis.

Description

Perform some basic autocorrelation analysis of the twalk MCMC output.

Usage

Ana(info, from=1, to=info$Tr, par=0, file="")

Arguments

info

as returned from Runtwalk.

from

iteration number to start ploting (from=0 begings at initialization point).

to

last iteration to plot.

par

parameter to analyze.

file

name of file to write results to (if not "").

Value

NULL

References

Christen JA and Fox C (2010). A general purpose sampling algorithm for continuous distributions (the t-walk)., Bayesian Analysis, 5 (2), 263-282. URL: http://ba.stat.cmu.edu/journal/2010/vol05/issue02/christen.pdf

See Also

Runtwalk for running the twalk.

Examples

#### We first load the twalk package:
library(Rtwalk)



#### A ver simple inline example, 4 independent normals N(0,1):
######        dimension,  num of it, -log of objective function besides a const, support,
info <- Runtwalk( dim=4,  Tr=1000,  Obj=function(x) { sum(x^2)/2 }, Supp=function(x) { TRUE },
	x0=runif(4, min=20, max=21), xp0=runif(4, min=20, max=21)) 
####  and two (intentionally bad) initial points

### Perform some basic autocorrelation analysis
Ana( info, from=500)