summary.mcmc

0th

Percentile

Summary statistics for Markov Chain Monte Carlo chains

summary.mcmc produces two sets of summary statistics for each variable: Mean, standard deviation, naive standard error of the mean (ignoring autocorrelation of the chain) and time-series standard error based on an estimate of the spectral density at 0.

Quantiles of the sample distribution using the quantiles argument.

Keywords
univar
Usage
## S3 method for class 'mcmc':
summary(object, quantiles = c(0.025, 0.25, 0.5, 0.75, 0.975), ...)
Arguments
object
an object of class mcmc or mcmc.list
quantiles
a vector of quantiles to evaluate for each variable
...
a list of further arguments
See Also

mcmc, mcmc.list.

Aliases
  • summary.mcmc
  • summary.mcmc.list
Documentation reproduced from package coda, version 0.17-1, License: GPL (>= 2)

Community examples

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