R2WinBUGS (version 0.2-7)

monitor: Special summary statistics - intended for internal use only

Description

Special summary statistics of the WinBUGS output - intended for internal use only

Usage

monitor(a, n.chains, trans = NULL, keep.all = FALSE, Rupper.keep = FALSE)
conv.par(x, n.chains, Rupper.keep = TRUE)

Arguments

x

a

a n * m * k array: m sequences of length n, k variables measured

n.chains

number of Markov chains

trans

a vector of length k: "" if no transformation, or "log" or "logit" (If trans is NULL, it will be set to "log" for parameters that are all-positive and 0 otherwise.)

keep.all

if FALSE (default), first half of a will be discarded

Rupper.keep

if FALSE, don't return Rupper

Value

• for monitor:
• output
  list of "mean","sd", quantiles ("2.5%","25%","50%","75%","97.5%"), "Rhat" if n.chains > 1, "Rupper" if (Rupper.keep == TRUE) && (n.chains > 1), and "n.eff" if n.chains > 1
• for conv.par a list with elements:
• quantiles
  emipirical quantiles of simulated sequences
• confshrink
  estimated potential scale reduction (that would be achieved by continuing simulations forever) has two components: an estimate and an approx. 97.5% upper bound
• n.eff
  effective sample size: m*n*min(sigma.hat^2/B,1). This is a crude measure of sample size because it relies on the between variance, B, which can only be estimated with m degrees of freedom.

Details

See the well documented code for details.

See Also

The main function to be called by the user is bugs.