plot.plMCMC {EntropyMCMC}

Plot paths of copies of Markov chains

Description

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.

Usage

## S3 method for class 'plMCMC'
plot(x, xax = 1, yax = 2, title = NULL, cname = NULL, ...)

Arguments

x

An object of class plMCMC, such as output from MCMCcopies.

xax

Coordinate for the horizontal axis.

yax

Coordinate for the vertical axis.

title

The title; if NULL, then a default title is displayed.

cname

Coordinate base name; "var" is the default, so that coordinates are named "var1", "var2", and so on.

...

Further parameters except pch which is already used, passed to plot.

Details

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.

Value

The graphic to plot.

Author(s)

Didier Chauveau.

References

• 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.

See Also

MCMCcopies, MCMCcopies.mc, MCMCcopies.cl

Examples

## See MCMCcopie Example