mcmcapply function

Calculations on 'mcmc.list' objects

Conveniently calculates statistics for mcmc.list objects. UTF-8

1.1

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

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.

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).

Returns

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.

Author(s)

Peter Solymos, solymos@ualberta.ca

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)