plot.plMCMC {EntropyMCMC} | R Documentation |
This function plots 2d-projections of the paths of i.i.d. copies of Markov chains
output by an MCMC algorithm and stored in an object of class plMCMC
(for parallel MCMC)
such as the one returned by, e.g., MCMCcopies
or the multicore version
MCMCcopies.mc
.
## S3 method for class 'plMCMC'
plot(x, xax = 1, yax = 2, title = NULL, cname = NULL, ...)
x |
An object of class |
xax |
Coordinate for the horizontal axis. |
yax |
Coordinate for the vertical axis. |
title |
The title; if |
cname |
Coordinate base name; "var" is the default, so that coordinates are named "var1", "var2", and so on. |
... |
Further parameters except |
This function is currently limited to a 2D projection path of all the i.i.d. chains for
the two selected coordinates.
The copies of the Markov chain must be in the 3-dimensional
array s$Ptheta
.
The graphic to plot.
Didier Chauveau.
Chauveau, D. and Vandekerkhove, P. (2012), Smoothness of Metropolis-Hastings algorithm and application to entropy estimation. ESAIM: Probability and Statistics, 17, (2013) 419–431. DOI: http://dx.doi.org/10.1051/ps/2012004
Chauveau D. and Vandekerkhove, P. (2014), Simulation Based Nearest Neighbor Entropy Estimation for (Adaptive) MCMC Evaluation, In JSM Proceedings, Statistical Computing Section. Alexandria, VA: American Statistical Association. 2816–2827.
Chauveau D. and Vandekerkhove, P. (2014), The Nearest Neighbor entropy estimate: an adequate tool for adaptive MCMC evaluation. Preprint HAL http://hal.archives-ouvertes.fr/hal-01068081.
MCMCcopies
, MCMCcopies.mc
,
MCMCcopies.cl
## See MCMCcopie Example