summary.plMCMC: Summarizes content of a `plMCMC` object holding iid copies of MCMC's

Description

This S3 method for summary summarizes the content of an object of class plMCMC (for parallel MCMC) as returned by, e.g., MCMCcopies, containing the trajectories of iid copies of trajectories from a MCMC algorithm, and its associated kernel, target and proposal densities.

Usage

# S3 method for plMCMC
summary(object, stats = FALSE, ...)

Arguments

object

An object of class plMCMC as returned by, e.g.,MCMCcopies.

stats

print additional summary statistics for the variables over all chains.

...

additional arguments passed to other methods

Value

Returns the object associated dimensions, the overall rate of acceptation, and descriptive statistics over the variable coordinates if stats = TRUE.

References

Chauveau, D. and Vandekerkhove, P. (2012), Smoothness of Metropolis-Hastings algorithm and application to entropy estimation. ESAIM: Probability and Statistics, 17, (2013) 419--431. DOI: http://dx.doi.org/10.1051/ps/2012004
Chauveau D. and Vandekerkhove, P. (2014), Simulation Based Nearest Neighbor Entropy Estimation for (Adaptive) MCMC Evaluation, In JSM Proceedings, Statistical Computing Section. Alexandria, VA: American Statistical Association. 2816--2827.
Chauveau D. and Vandekerkhove, P. (2014), The Nearest Neighbor entropy estimate: an adequate tool for adaptive MCMC evaluation. Preprint HAL http://hal.archives-ouvertes.fr/hal-01068081.

Examples

Run this code

# NOT RUN {
## See Example for MCMCcopies
# }