summary.plMCMC {EntropyMCMC} R Documentation

## Summarizes content of a plMCMC object holding iid copies of MCMC's

### Description

This S3 method for summary summarizes the content of an object of class plMCMC (for parallel MCMC) as returned by, e.g., MCMCcopies, containing the trajectories of iid copies of trajectories from a MCMC algorithm, and its associated kernel, target and proposal densities.

### Usage

## S3 method for class 'plMCMC'
summary(object, stats = FALSE, ...)


### Arguments

 object An object of class plMCMC as returned by, e.g.,MCMCcopies. stats print additional summary statistics for the variables over all chains. ... additional arguments passed to other methods

### Value

Returns the object associated dimensions, the overall rate of acceptation, and descriptive statistics over the variable coordinates if stats = TRUE.

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.

MCMCcopies, MCMCcopies.mc
## See Example for MCMCcopies