MarginalStatistics {ArchaeoPhases}

R Documentation

Marginal summary statistics

Description

Calculates summary statistics of the output of the MCMC algorithm for a one-parameter. Results are given in calendar years (BC/AD).

Usage

MarginalStatistics(a_chain, level = 0.95, roundingOfValue = 0)

Arguments

a_chain	Numeric vector containing the output of the MCMC algorithm for the parameter.
level	Probability corresponding to the level of confidence used for the credible interval and the highest posterior density region.
roundingOfValue	Integer indicating the number of decimal places.

Details

The (100 * level)\

Value

A named matrix of values corresponding to all the following statistics:

title

The title of the summary statistics.

mean

The mean of the MCMC chain. Use of mean() function.

map

The maximum a posteriori of the MCMC chain. Use of hdr() function.

sd

The standard deviation of the MCMC chain. Use of sd() function.

Q1, median, Q3

The quantiles of the MCMC chain corresponding to 0.25, 0.50 and 0.75. Use of quantile function.

CI

The credible interval corresponding to the desired level. Use of CredibleInterval() function.

HPDR

The highest posterior density regions corresponding to the desired level. Use of hdr() function.

Author(s)

Anne Philippe, Anne.Philippe@univ-nantes.fr and

Marie-Anne Vibet, Marie-Anne.Vibet@univ-nantes.fr

References

Hyndman, R. J. (1996) Computing and graphing highest density regions. American Statistician, 50, 120-126.

Examples

  data(Events); attach(Events)
  MarginalStatistics(Event.1)
  MarginalStatistics(Event.2, level = 0.90)

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