summarise.samples: Summarise a matrix of Markov chain Monte Carlo samples.
Description
This function takes in a matrix of Markov chain Monte Carlo (McMC) samples from
a `carbayes' model object, such as a set of parameters or fitted values, and
calculates posterior quantiles and exceeedence probabilities. The latter are
probabilities of the form P(quantity > c|data), where c is a threshold chosen by
the user.
A matrix of McMC samples obtained from a `carbayes' model object.
columns
A vector of column numbers stating which columns in the matrix of McMC samples
summaries are required for. Defaults to all columns.
quantiles
The vector of posterior quantiles required.
exceedences
The vector of threshold levels, c, that exceedence probabilities are required for.
Value
quantilesA 2 dimensional array containing the requied posterior quantiles.
Each row relates to a parameter and each column to a different requested quantile.
exceedencesA 2 dimensional array containing the requied exceedence
probabilities. Each row relates to a parameter, and each column to a different
requested exceedence probability.