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ggmcmc (version 0.3)

Graphical tools for analyzing Markov Chain Monte Carlo simulations from Bayesian inference.

Description

ggmcmc is a tool for assessing and diagnosing convergence of Markov Chain Monte Carlo simulations, as well as for graphically display results from full MCMC analysis. The package also facilitates the graphical interpretation of models by providing flexible functions to plot the results against observed variables.

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Version

Install

install.packages('ggmcmc')

Monthly Downloads

2,454

Version

0.3

License

GPL-2

Maintainer

Xavier i Marín

Last Published

December 9th, 2012

Functions in ggmcmc (0.3)

ggs_chain

Auxiliary function that extracts information from a single chain.
ggs_running

Running means of the chains
ggs

Import MCMC samples into a ggs object than can be used by all ggs_* graphical functions.
get_family

Subset a ggs object to get only the parameters with a given regular expression.
ggs_autocorrelation

Plot an autocorrelation matrix
ggs_compare_partial

Density plots comparing the distribution of the whole chain with only its last part.
ggs_Rhat

Dotplot of Potential Scale Reduction Factor (Rhat)
ac

Calculate the autocorrelation of a single chain, for a specified amount of lags
ggs_histogram

Histograms of the paramters.
S

Simulations of the parameters of a simple linear regression with fake data.
ggmcmc

Wrapper function that creates a single pdf file with all plots that ggmcmc can produce.
ggs_crosscorrelation

Plot the Cross-correlation between-chains
ggs_caterpillar

Caterpillar plot with thick and thin CI
sde0f

Spectral Density Estimate at Zero Frequency
ggs_geweke

Dotplot of the Geweke diagnostic, the standard Z-score
ggs_traceplot

Traceplot of the chains
ggs_density

Density plots of the chains