summary.plMCMC {EntropyMCMC} | R Documentation |
plMCMC
object
holding iid copies of MCMC'sThis 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.
## S3 method for class 'plMCMC'
summary(object, stats = FALSE, ...)
object |
An object of class |
stats |
print additional summary statistics for the variables over all chains. |
... |
additional arguments passed to other methods |
Returns the object associated dimensions, the overall rate of acceptation,
and descriptive statistics over the variable coordinates if stats = TRUE
.
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.
## See Example for MCMCcopies