mcmc.list.descriptives: Computation of Descriptive Statistics for a mcmc.list Object
Description
Computation of descriptive statistics, Rhat convergence statistic
and MAP for a mcmc.list object. The Rhat statistic
is computed by splitting one Monte Carlo chain into three segments of equal
length. The MAP is the mode estimate of the posterior distribution which is
approximated by a nonparametric density estimate.Usage
mcmc.list.descriptives( mcmcobj , quantiles=c(.025,.05,.1,.9,.95,.975) )
Arguments
mcmcobj
Object of class mcmc.list
quantiles
Quantiles to be calculated for all parameters
Value
- A data frame with descriptive statistics for all parameters in
the
mcmc.list object.