densplot
(Package: coda) :
Probability density function estimate from MCMC output
Displays a plot of the density estimate for each variable in x, calculated by the density function.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: densplot
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traceplot
(Package: coda) :
Trace plot of MCMC output
Displays a plot of iterations vs. sampled values for each variable in the chain, with a separate plot per variable.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: traceplot
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geweke.diag
(Package: coda) :
Geweke's convergence diagnostic
Geweke (1992) proposed a convergence diagnostic for Markov chains based on a test for equality of the means of the first and last part of a Markov chain (by default the first 10% and the last 50%). If the samples are drawn from the stationary distribution of the chain, the two means are equal and Geweke's statistic has an asymptotically standard normal distribution.
● Data Source:
CranContrib
● Keywords: htest
● Alias: geweke.diag
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geweke.plot
(Package: coda) :
Geweke-Brooks plot
If geweke.diag indicates that the first and last part of a sample from a Markov chain are not drawn from the same distribution, it may be useful to discard the first few iterations to see if the rest of the chain has "converged". This plot shows what happens to Geweke's Z-score when successively larger numbers of iterations are discarded from the beginning of the chain. To preserve the asymptotic conditions required for Geweke's diagnostic, the plot never discards more than half the chain.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: geweke.plot
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mcmc.convert
(Package: coda) :
Conversions of MCMC objects
These are methods for the generic functions as.matrix(), as.array() and as.mcmc().
● Data Source:
CranContrib
● Keywords: array
● Alias: as.array.mcmc.list, as.matrix.mcmc, as.matrix.mcmc.list, as.mcmc.mcmc.list
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mcpar
(Package: coda) :
Mcpar attribute of MCMC objects
The ‘mcpar’ attribute of an MCMC object gives the start iteration the end iteration and the thinning interval of the chain.
● Data Source:
CranContrib
● Keywords: ts
● Alias: mcpar
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read.coda
(Package: coda) :
Read output files in CODA format
read.coda reads Markov Chain Monte Carlo output in the CODA format produced by OpenBUGS and JAGS. By default, all of the data in the file is read, but the arguments start, end and thin may be used to read a subset of the data. If the arguments given to start, end or thin are incompatible with the data, they are ignored.
● Data Source:
CranContrib
● Keywords: file
● Alias: read.coda, read.jags
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cumuplot
(Package: coda) :
Cumulative quantile plot
Plots the evolution of the sample quantiles as a function of the number of iterations.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: cumuplot
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HPDinterval
(Package: coda) :
Highest Posterior Density intervals
Create Highest Posterior Density (HPD) intervals for the parameters in an MCMC sample.
● Data Source:
CranContrib
● Keywords: htest, univar
● Alias: HPDinterval, HPDinterval.mcmc, HPDinterval.mcmc.list
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bugs2jags
(Package: coda) :
Convert WinBUGS data file to JAGS data file
bugs2jags converts a WinBUGS data in the format called "S-Plus" (i.e. the format created by the dput function) and writes it in dump format used by JAGS.
● Data Source:
CranContrib
● Keywords: file
● Alias: bugs2jags
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