bssm (version 0.1.11)

summary.mcmc_output: Summary of MCMC object

Description

This functions returns a list containing mean, standard deviations, standard errors, and effective sample size estimates for parameters and states.

Usage

# S3 method for mcmc_output
summary(object, return_se = FALSE,
  only_theta = FALSE, ...)

Arguments

object

Output from run_mcmc

return_se

if FALSE (default), computation of standard errors and effective sample sizes is omitted. This saves time, as computing the spectral densities (by coda) can be slow for large models.

only_theta

If TRUE, summaries are computed only for hyperparameters theta.

...

Ignored.

Details

Note that computing the state summaries can be slow for large models due to repeated calls to spectrum0.ar.