Function to print the summary of an XDNUTS model.
# S3 method for XDNUTS
summary(
object,
...,
q.val = c(0.05, 0.25, 0.5, 0.75, 0.95),
which = NULL,
which_chains = NULL
)a list containing a data frame named stats with the following columns:
the standard deviation of the posterior distribution.
the desired quantiles of the posterior distribution.
the Effective Sample Size for each marginal distribution.
the Potential Scale Reduction Factor of Gelman gelman1992inferenceXDNUTS, only if multiple chains are available.
the upper confidence interval for the latter, only if multiple chains are available.
Other quantities returned are:
the value of the multivariate Potential Scale Reduction Factor test gelman1992inferenceXDNUTS.
the value of the empirical Bayesian Fraction of Information Criteria betancourt2016diagnosingXDNUTS. A value below 0.2 indicates a bad random walk behavior in the energy Markov Chain, mostly due to a suboptimal specification of the momentum parameters probability density.
the total number of trajectory ended with a divergent transition.
the total number of trajectory with a premature termination.
an object of class XDNUTS.
additional arguments to customize the summary.
desired quantiles of the posterior distribution for each coordinate.
Default values are 0.05,0.25,0.5,0.75,0.95.
either a numerical vector indicating the index of the parameters of interest or a string
which = 'continuous'for plotting the first \(d-k\) parameters.
which = 'discontinuous'for plotting the last \(k\) parameters.
where both \(d\) and \(k\) are elements contained in the output of the function xdnuts.
a numerical vector indicating the index of the chains of interest.