CollectChains function

Collect MCMC chains in a single object

Utility function for the package EntropyMCMC.

CollectChains(s)

Arguments

• s: An object of class plMCMC, such as the one returned by MCMCcopies, containing in particular an array of dimension $(n,d,nmc)$

  holding the simulation of $n$ steps of $nmc$ parallel chains in dimension $d$.

Details

Concatenates all simulated copies together in one matrix of dimension (n*nmc,d).

Returns

Returns a matrix of dimension (n*nmc,d).

Author(s)

Didier Chauveau.