RChronoModel (version 0.1)

MultiCredibleInterval: Bayesian credible intervals for a series of MCMC chains

Description

Estimation of the shorest credible interval for each variables of simulated Markov chain.

Usage

MultiCredibleInterval(file, position, level = 0.95,
dec = '.', sep=',', comment.char='#')

Arguments

file

name of the CSV file containing the output of the MCMC algorithm of all phases of interest

position

numeric vector containing the position of the column containin the MCMC chains in the CSV file

level

probability corresponding to the level of confidence used for the credible interval

dec

the character used in the file for decimal points for the use of read.csv()

sep

the field separator character for the use of read.csv()

comment.char

a character vector of length one containing a single character or an empty string for the use of read.csv()

Value

• Returns a matrix of values containing the level of confidence and the endpoints of the shortest credible interval for each variable of the MCMC chain. The name of the resulting rows are the positions of the corresponding columns in the CSV file.

Examples

data(Events)
  write.csv(Events, "data.csv")
  MultiCredibleInterval("data.csv", c(2,4, 3), 0.95)