dclone (version 2.3-2)

mcmcapply: Calculations on 'mcmc.list' objects

Description

Conveniently calculates statistics for mcmc.list objects.

Usage

mcmcapply(x, FUN, ...)
# S3 method for mcmc.list
stack(x, ...)

Value

mcmcapply returns statistic value for each variable based on FUN, using all values in all chains of the MCMC object.

stack returns a data frame with columns: iter, variable, chain, value.

Arguments

x

Objects of class mcmc.list.

FUN

A function to be used in the calculations, returning a single value.

...

Other arguments passed to FUN.

Author

Peter Solymos,

Details

mcmcapply returns a certain statistics based on FUN after coercing into a matrix. FUN can be missing, in this case mcmcapply is equivalent to calling as.matrix on an 'mcmc.list' object.

stack can be used to concatenates 'mcmc.list' objects into a single vector along with index variables indicating where each observation originated from (e.g. iteration, variable, chain).

Examples

data(regmod)
mcmcapply(regmod, mean)
mcmcapply(regmod, sd)

x <- stack(regmod)
head(x)
summary(x)
library(lattice)
xyplot(value ~ iter | variable, data=x,
    type="l", scales = "free", groups=chain)