MCMC-distributions

0th

Percentile

Histograms and kernel density plots of MCMC draws

Various types of histograms and kernel density plots of MCMC draws. See the Plot Descriptions section, below, for details.

Usage
mcmc_hist(x, pars = character(), regex_pars = character(),
  transformations = list(), facet_args = list(), ..., binwidth = NULL,
  breaks = NULL, freq = TRUE)

mcmc_dens(x, pars = character(), regex_pars = character(), transformations = list(), facet_args = list(), ..., trim = FALSE)

mcmc_hist_by_chain(x, pars = character(), regex_pars = character(), transformations = list(), facet_args = list(), ..., binwidth = NULL, freq = TRUE)

mcmc_dens_overlay(x, pars = character(), regex_pars = character(), transformations = list(), facet_args = list(), color_chains = TRUE, ..., trim = FALSE)

mcmc_dens_chains(x, pars = character(), regex_pars = character(), transformations = list(), color_chains = TRUE, ..., bw = NULL, adjust = NULL, kernel = NULL, n_dens = NULL)

mcmc_dens_chains_data(x, pars = character(), regex_pars = character(), transformations = list(), ..., bw = NULL, adjust = NULL, kernel = NULL, n_dens = NULL)

mcmc_violin(x, pars = character(), regex_pars = character(), transformations = list(), facet_args = list(), ..., probs = c(0.1, 0.5, 0.9))

Arguments
x

A 3-D array, matrix, list of matrices, or data frame of MCMC draws. The MCMC-overview page provides details on how to specify each these allowed inputs.

pars

An optional character vector of parameter names. If neither pars nor regex_pars is specified then the default is to use all parameters.

regex_pars

An optional regular expression to use for parameter selection. Can be specified instead of pars or in addition to pars.

transformations

Optionally, transformations to apply to parameters before plotting. If transformations is a function or a single string naming a function then that function will be used to transform all parameters. To apply transformations to particular parameters, the transformations argument can be a named list with length equal to the number of parameters to be transformed. Currently only univariate transformations of scalar parameters can be specified (multivariate transformations will be implemented in a future release). If transformations is a list, the name of each list element should be a parameter name and the content of each list element should be a function (or any item to match as a function via match.fun, e.g. a string naming a function). If a function is specified by its name as a string (e.g. "log"), then it can be used to construct a new parameter label for the appropriate parameter (e.g. "log(sigma)"). If a function itself is specified (e.g. log or function(x) log(x)) then "t" is used in the new parameter label to indicate that the parameter is transformed (e.g. "t(sigma)").

Note: due to partial argument matching transformations can be abbreviated for convenience in interactive use (e.g., transform, trans, etc.).

facet_args

A named list of arguments (other than facets) passed to facet_wrap or facet_grid to control faceting.

...

Currently ignored.

binwidth

Passed to geom_histogram to override the default binwidth.

breaks

Passed to geom_histogram as an alternative to binwidth.

freq

For histograms, freq=TRUE (the default) puts count on the y-axis. Setting freq=FALSE puts density on the y-axis. (For many plots the y-axis text is off by default. To view the count or density labels on the y-axis see the yaxis_text convenience function.)

trim

A logical scalar passed to geom_density.

color_chains

option for whether to separately color chains.

bw, adjust, kernel, n_dens

Optional arguments passed to density to override default kernel density estimation parameters. n_dens defaults to 1024.

probs

A numeric vector passed to geom_violin's draw_quantiles argument to specify at which quantiles to draw horizontal lines. Set to NULL to remove the lines.

Value

A ggplot object that can be further customized using the ggplot2 package.

Plot Descriptions

mcmc_hist

Histograms of posterior draws with all chains merged.

mcmc_dens

Kernel density plots of posterior draws with all chains merged.

mcmc_hist_by_chain

Histograms of posterior draws with chains separated via faceting.

mcmc_dens_overlay

Kernel density plots of posterior draws with chains separated but overlaid on a single plot.

mcmc_violin

The density estimate of each chain is plotted as a violin with horizontal lines at notable quantiles.

mcmc_dens_chains

Ridgeline kernel density plots of posterior draws with chains separated but overlaid on a single plot. In mcmc_dens_overlay parameters appear in separate facets; in mcmc_dens_chains they appear in the same panel and can overlap vertically.

See Also

Other MCMC: MCMC-combos, MCMC-diagnostics, MCMC-intervals, MCMC-nuts, MCMC-overview, MCMC-parcoord, MCMC-recover, MCMC-scatterplots, MCMC-traces

Aliases
  • MCMC-distributions
  • mcmc_hist
  • mcmc_dens
  • mcmc_hist_by_chain
  • mcmc_dens_overlay
  • mcmc_dens_chains
  • mcmc_dens_chains_data
  • mcmc_violin
Examples
# NOT RUN {
set.seed(9262017)
# some parameter draws to use for demonstration
x <- example_mcmc_draws()
dim(x)
dimnames(x)

##################
### Histograms ###
##################

# histograms of all parameters
color_scheme_set("brightblue")
mcmc_hist(x)

# histograms of some parameters
color_scheme_set("pink")
mcmc_hist(x, pars = c("alpha", "beta[2]"))
# }
# NOT RUN {
mcmc_hist(x, pars = "sigma", regex_pars = "beta")
# }
# NOT RUN {
# example of using 'transformations' argument to plot log(sigma),
# and parsing facet labels (e.g. to get greek letters for parameters)
mcmc_hist(x, transformations = list(sigma = "log"),
          facet_args = list(labeller = ggplot2::label_parsed)) +
          facet_text(size = 15)
# }
# NOT RUN {
# instead of list(sigma = "log"), you could specify the transformation as
# list(sigma = log) or list(sigma = function(x) log(x)), but then the
# label for the transformed sigma is 't(sigma)' instead of 'log(sigma)'
mcmc_hist(x, transformations = list(sigma = log))

# separate histograms by chain
color_scheme_set("pink")
mcmc_hist_by_chain(x, regex_pars = "beta")
# }
# NOT RUN {
#################
### Densities ###
#################

mcmc_dens(x, pars = c("sigma", "beta[2]"),
          facet_args = list(nrow = 2))
# }
# NOT RUN {
# separate and overlay chains
color_scheme_set("mix-teal-pink")
mcmc_dens_overlay(x, pars = c("sigma", "beta[2]"),
                  facet_args = list(nrow = 2)) +
                  facet_text(size = 14)
x2 <- example_mcmc_draws(params = 6)
mcmc_dens_chains(x2, pars = c("beta[1]", "beta[2]", "beta[3]"))
# }
# NOT RUN {
# separate chains as violin plots
color_scheme_set("green")
mcmc_violin(x) + panel_bg(color = "gray20", size = 2, fill = "gray30")

# }
Documentation reproduced from package bayesplot, version 1.6.0, License: GPL (>= 3)

Community examples

Looks like there are no examples yet.