RChronoModel (version 0.1)

MarginalStatistics: Marginal summary statistics

Description

Gives a list of summary statistics resulting from the output of the MCMC algorithm for a one-parameter.

Usage

MarginalStatistics(a_chain, level = 0.95, max_decimal = 0,
  title = "Summary statistics")

Arguments

a_chain

numeric vector containing the output of the MCMC algorithm for a one-parameter

level

probability corresponding to the level of confidence used for the credible interval and the highest density region

max_decimal

maximum number of decimal

title

title of the summary statistics

Value

• A list of values corresponding to the following summary statistics
• title
  The title of the summary statistics
• mean
  The mean of the MCMC chain. Use of "mean" function.
• map
  The maximum a posteriori of the MCMC chain. Use of "hdr" function.
• sd
  The standard deviation of the MCMC chain. Use of "sd" function.
• Q1, median, Q3
  The quantiles of the MCMC chain corresponding to 0.25, 0.50 and 0.75. Use of "quantile" function.
• CI
  The credible interval corresponding to the desired level. Use of "CredibleInterval" function.
• HPDR
  The highest posterior density region at the desired level. Use of "hdr" function.

Details

The 100*level % HPD (highest posterior density) region is estimated using HDR function from Package 'hdrcde'.

References

Hyndman, R.J. (1996) Computing and graphing highest density regions. American Statistician, 50, 120-126.

Examples

data(Events); attach(Events)
  
  MarginalStatistics(Event.1)
  MarginalStatistics(Event.2, level = 0.90, title = "Summary statistics according to 'Event 2")