Coarsened Mixtures of Hierarchical Skew Kernels


[Up] [Top]

Documentation for package ‘COMIX’ version 1.0.0

Help Pages

acfParams The function computes (and by default plots) estimates of the autocovariance or autocorrelation function for the different parameters of the model. This is a wrapper for coda::acf.
calibrate This function aligns multiple samples so that their location parameters are equal.
calibrateNoDist This function aligns multiple samples so that their location parameters are equal.
comix This function generates a sample from the posterior of COMIX.
effectiveSampleSize This function creates an object that summarizes the effective sample size for the parameters of the model.
gewekeParams This function creates an object that summarizes the Geweke convergence diagnostic.
heidelParams This function creates an object that summarizes the Heidelberg-Welch convergence diagnostic.
plotEffectiveSampleSize This function creates plots for the effective sample size for the parameters of the model.
plotGewekeParams This function creates plots for the Geweke diagnostic and results of test of stationarity for the parameters of the model.
plotHeidelParams This function creates plots for the Heidelberg-Welch diagnostic and results of test of stationarity for the parameters of the model.
plotTracePlots This function creates trace plots for different parameters of the MCMC chain.
relabelChain This function relabels the chain to avoid label switching issues.
summarizeChain This function provides post-hoc estimates of the model parameters.
tidyChain This function creates tidy versions of the stored chain. This object can then be used as input for the other diagnostic functions in this package.
transform_params Convert between parameterizations of the multivariate skew normal distribution.