Replicated Markov Chain Monte Carlo Objects
The function ‘mcmc.list’ is used to represent parallel runs of the same chain, with different starting values and random seeds. The list must be balanced: each chain in the list must have the same iterations and the same variables.
Diagnostic functions which act on mcmc
objects may also be applied
to mcmc.list
objects. In general, the chains will be combined,
if this makes sense, otherwise the diagnostic function will be applied
separately to each chain in the list.
Since all the chains in the list have the same iterations, a single time
dimension can be ascribed to the list. Hence there are time series methods
time
, window
, start
, end
, frequency
and thin
for mcmc.list
objects.
An mcmc.list
can be indexed as if it were a single mcmc object
using the [
operator (see examples below). The [[
operator
selects a single mcmc
object from the list.
mcmc.list(...) as.mcmc.list(x, ...) is.mcmc.list(x)
... |
a list of mcmc objects |
x |
an object that may be coerced to mcmc.list |
Martyn Plummer
mcmc
.
data(line) x1 <- line[[1]] #Select first chain x2 <- line[,1, drop=FALSE] #Select first var from all chains varnames(x2) == varnames(line)[1] #TRUE
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.