mcmc

0th

Percentile

Markov Chain Monte Carlo Objects

The function `mcmc' is used to create a Markov Chain Monte Carlo object. The data are taken to be a vector, or a matrix with one column per variable.

An mcmc object may be summarized by the summary function and visualized with the plot function.

MCMC objects resemble time series (ts) objects and have methods for the generic functions time, start, end, frequency and window.

Keywords
ts
Usage
mcmc(data= NA, start = 1, end = numeric(0), thin = 1)
as.mcmc(x)
is.mcmc(x)
Arguments
data
a vector or matrix of MCMC output
start
the iteration number of the first observation
end
the iteration number of the last observation
thin
the thinning interval between consecutive observations
x
An object that may be coerced to an mcmc object
Note

The format of the mcmc class has changed between coda version 0.3 and 0.4. Older mcmc objects will now cause is.mcmc to fail with an appropriate warning message. Obsolete mcmc objects can be upgraded with the mcmcUpgrade function.

See Also

mcmc.list, mcmcUpgrade, thin, window.mcmc, summary.mcmc, plot.mcmc.

Aliases
  • mcmc
  • as.mcmc
  • as.mcmc.default
  • is.mcmc
  • print.mcmc
Documentation reproduced from package coda, version 0.10-1, License: GPL Version 2 or later.

Community examples

bhatia@tcd.ie at Apr 13, 2018 coda v0.19-1

plot(as.mcmc(x))