mcmcOutput (version 0.1.3)

window.mcmcOutput: Subsetting chains for mcmcOutput objects

Description

The window method extracts the subset of the draws between start and end. Setting thin = k selects every kth observation starting from start.

Use window to discard additional draws at the start of the chain if extra burn-in is required, or to reduce the size of the object by thinning. See the examples.

Any previous burn-in or thinning is ignored (unlike the coda::window.mcmc method).

Usage

# S3 method for mcmcOutput
window(x, start=1, end=NULL, thin=1, ...)

Value

Returns an object of class mcmcOutput with the subset of observations.

Arguments

x

an object of class mcmcOutput.

start

the first observation to retain.

end

the last observation to retain; if NULL, this is set to the end of the chain.

thin

the interval between retained observations.

...

further arguments for other methods (not used).

Author

Mike Meredith.

Examples

data(mcmcListExample)
mco <- mcmcOutput(mcmcListExample)
mco

new1 <- window(mco, start=201) # Discard the first 200 draws in each chain
new1  # Now only 800 per chain.

new2 <- window(mco, thin=3) # Retain only 1/3 of the draws
new2  # new2 is smaller; each chain reduced from 1000 to 333, total draws 999.