smfsb (version 1.5)

mcmcSummary: Summarise and plot tabular MCMC output

Description

This function summarises and plots tabular MCMC output such as that generated by the function normgibbs.

Usage

mcmcSummary(mat, rows = 4, lag.max=100, bins=30, show = TRUE, plot = TRUE, truth = NULL)

Value

An R summary object.

Arguments

mat

Matrix of MCMC output, where the columns represent variables and the rows represent iterations.

rows

Number of variables to plot per page on the graphics device.

lag.max

Maximum lag for the ACF plots.

bins

Approximate number of bins to use for the histograms.

show

If TRUE, will display numerical summaries on the R console.

plot

If TRUE, will plot graphical summaries on the default graphics device.

truth

Optional vector of "true values", one for each variable, for the case where an algorithm is being tested on synthetic data for known parameters. The plots will be annotated with a red line indicating the true value.

See Also

normgibbs, summary, acf

Examples

out=normgibbs(N=1000,n=15,a=3,b=11,cc=10,d=1/100,xbar=25,ssquared=20)
names(out)=c("mu","tau")
mcmcSummary(out,rows=2,bins=10,truth=c(25,1/20))