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genMCMCDiag (version 0.2.3)

lanfearTransform: Transforms a list of MCMC chains into a list of data.frames using the Lanfear transformation

Description

Transforms a list of MCMC chains into a list of data.frames using the Lanfear transformation

Usage

lanfearTransform(mhDraws, distance, reference = NULL, ...)

Value

List of data.frames with columns 'val' which is the Lanfear transformation of each MCMC draw, and 't' which gives the within-chain ordering of the MCMC draws. Each data.frame is a separate chain.

Arguments

mhDraws

List. Each element is a single chain from an MCMC algorithm. Each element should be a numeric vector (for univariate draws), or a list.

distance

Distance function defined on the space of MCMC draws. Should operate pairwise on the elements of the given chains. See details.

reference

Argument for method = 'lanfear'. Reference point for lanfearTransform (with exact same structure as each MCMC draw) for draw comparison. If left NULL a random point is selected from the given draws. See lanfearTransform details.

...

Catches extra arguments. Not used.

Details

The Lanfear transformation works by specifying a reference point and then comparing each MCMC draw back to that reference point using a distance function. The function returns this distance value as the Lanfear transformation of each draw.