trellisplots: Trellis plots for mcmc objects

Description

These methods use the Trellis framework as implemented in the lattice package to produce space-conserving diagnostic plots from "mcmc" and "mcmc.list" objects. The xyplot methods produce trace plots. The densityplot methods and qqmath methods produce empirical density and probability plots. The levelplot method depicts the correlation of the series. The acfplot methods plot the auto-correlation in the series.

Not yet available in S-PLUS.

Usage

# S3 method for mcmc
densityplot(x, data,
             outer, aspect = "xy",
             default.scales = list(relation = "free"),
             start = 1, thin = 1,
             main = attr(x, "title"),
             xlab = "",
             plot.points = "rug",
             ...,
             subset)
# S3 method for mcmc.list
densityplot(x, data,
             outer = FALSE, groups = !outer,
             aspect = "xy",
             default.scales = list(relation = "free"),
             start = 1, thin = 1,
             main = attr(x, "title"),
             xlab = "",
             plot.points = "rug",
             ...,
             subset)
# S3 method for mcmc
levelplot(x, data, main = attr(x, "title"),
             start = 1, thin = 1,
             ...,
             xlab = "", ylab = "",
             cuts = 10, at,
             col.regions = topo.colors(100),
             subset)
# S3 method for mcmc
qqmath(x, data,
             outer, aspect = "xy",
             default.scales = list(y = list(relation = "free")),
             prepanel = prepanel.qqmathline,
             start = 1, thin = 1,
             main = attr(x, "title"),
             ylab = "",
             ...,
             subset)
# S3 method for mcmc.list
qqmath(x, data,
             outer = FALSE, groups = !outer,
             aspect = "xy",
             default.scales = list(y = list(relation = "free")),
             prepanel = prepanel.qqmathline,
             start = 1, thin = 1,
             main = attr(x, "title"),
             ylab = "",
             ...,
             subset)
# S3 method for mcmc
xyplot(x, data,
             outer, layout = c(1, nvar(x)),
             default.scales = list(y = list(relation = "free")),
             type = 'l',
             start = 1, thin = 1,
             xlab = "Iteration number",
             ylab = "", 
             main = attr(x, "title"),
             ...,
             subset)
# S3 method for mcmc.list
xyplot(x, data, outer = FALSE, groups = !outer,
             aspect = "xy", layout = c(1, nvar(x)),
             default.scales = list(y = list(relation = "free")),
             type = 'l',
             start = 1, thin = 1,
             xlab = "Iteration number",
             ylab = "",
             main = attr(x, "title"),
             ...,
             subset)
acfplot(x, data, ...)
# S3 method for mcmc
acfplot(x, data, outer,
             prepanel, panel, 
             type = 'h',
             aspect = "xy",
             start = 1, thin = 1,
             lag.max = NULL,
             ylab = "Autocorrelation",
             xlab = "Lag",
             main = attr(x, "title"),
             ...,
             subset)
# S3 method for mcmc.list
acfplot(x, data, outer = FALSE, groups = !outer,
             prepanel, panel,
             type = if (groups) 'b' else 'h',
             aspect = "xy",
             start = 1, thin = 1,
             lag.max = NULL,
             ylab = "Autocorrelation",
             xlab = "Lag",
             main = attr(x, "title"),
             ...,
             subset)

Value

An object of class "trellis". The relevant

update method can be used to update components of the object and the

print method (usually called by default) will plot it on an appropriate plotting device.

Arguments

x: an "mcmc" or "mcmc.list" object.
data: ignored, present for consistency with generic.
outer: for the "mcmc.list" methods, a logical flag to control whether multiple runs of a series are displayed in the same panel (they are if FALSE, not if TRUE). If specified in the "mcmc" methods, this argument is ignored with a warning.
groups: for the "mcmc.list" methods, a logical flag to control whether the underlying lattice call will be supplied a groups arguments indicating which run a data point originated from. The panel function is responsible for handling such an argument, and will usually differentiate runs within a panel by using different graphical parameters. When outer=FALSE, the default of groups is TRUE if the corresponding default panel function is able to make use of such information. When outer=FALSE, groups=TRUE will be ignored with a warning.
aspect: controls the physical aspect ratio of the panel. See xyplot for details. The default for these methods is chosen carefully - check what the default plot looks like before changing this parameter.
default.scales: this parameter provides a reasonable default value of the scales parameter for the method. It is unlikely that a user will wish to change this parameter. Pass a value for scales (see xyplot) instead, which will override values specified here.
type: a character vector that determines if lines, points, etc. are drawn on the panel. The default values for the methods are carefully chosen. See panel.xyplot for possible values.
thin: an optional thinning interval that is applied before the plot is drawn.
start: an optional value for the starting point within the series. Values before the starting point are considered part of the "burn-in" of the series and dropped.
plot.points: character argument giving the style in which points are added to the plot. See panel.densityplot for details.
layout: a method-specific default for the layout argument to the lattice functions.
xlab,ylab,main: Used to provide default axis annotations and plot labels.
cuts, at: defines number and location of values where colors change
col.regions: color palette used
lag.max: maximum lag for which autocorrelation is computed. By default, the value chosen by acf is used
prepanel,panel: suitable prepanel and panel functions for acfplot. The prepanel function omits the lag-0 auto-correlation (which is always 1) from the range calculations.
...: other arguments, passed to the lattice function. Documentation of the corresponding generics in the lattice package should be consulted for possible arguments.
subset: indices of the subset of the series to plot. The default is constructed from the start and thin arguments.

Author

Deepayan Sarkar Deepayan.Sarkar@R-project.org

Examples

Run this code

data(line)

if (FALSE) {
xyplot(line)
xyplot(line[[1]], start = 10)
densityplot(line, start = 10)
qqmath(line, start = 10)
levelplot(line[[2]])
acfplot(line, outer = TRUE)
}