xdextract function

Function to extract samples from the output of an XDNUTS model.

xdextract(
  X,
  which = NULL,
  which_chains = NULL,
  collapse = FALSE,
  thin = NULL,
  burn = NULL
)

Arguments

• X: an object of class XDNUTS.

• which: either a numerical vector indicating the index of the parameters of interest or a string

  • which = 'continuous': for plotting the first $d-k$ parameters.
  • which = 'discontinuous': for plotting the last $k$ parameters.

  where both $d$ and $k$ are elements contained in the output of the function xdnuts .

• which_chains: a vector of indices containing the chains to extract. By default, all chains are considered.

• collapse: a boolean value. If TRUE, all samples from every chain are collapsed into one. The default value is FALSE.

• thin: an integer value indicating how many samples should be discarded before returning an iteration of the chain.

• burn: an integer value indicating how many initial samples for each chain to burn.

Returns

an $N \times d$ matrix or an $N \times d \times C$ array, where C is the number of chains, containing the MCMC samples.