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coda (version 0.19-3)

mcmc: Markov Chain Monte Carlo Objects

Description

The function mcmc is used to create a Markov Chain Monte Carlo object. The input data are taken to be a vector, or a matrix with one column per variable.

If the optional arguments start, end, and thin are omitted then the chain is assumed to start with iteration 1 and have thinning interval 1. If data represents a chain that starts at a later iteration, the first iteration in the chain should be given as the start argument. Likewise, if data represents a chain that has already been thinned, the thinning interval should be given as the thin argument.

An mcmc object may be summarized by the summary function and visualized with the plot function.

MCMC objects resemble time series (ts) objects and have methods for the generic functions time, start, end, frequency and window.

Usage

mcmc(data= NA, start = 1, end = numeric(0), thin = 1)
as.mcmc(x, …)
is.mcmc(x)

Arguments

data

a vector or matrix of MCMC output

start

the iteration number of the first observation

end

the iteration number of the last observation

thin

the thinning interval between consecutive observations

x

An object that may be coerced to an mcmc object

Further arguments to be passed to specific methods

See Also

mcmc.list, mcmcUpgrade, thin, window.mcmc, summary.mcmc, plot.mcmc.