MCMCpstr {MCMCvis} | R Documentation |
Summarize and extract posterior chains from MCMC output while preserving parameter structure
Description
Extract summary information and posterior chains from MCMC output (specific function specified) for specific parameters of interest while preserving original parameter structure (i.e., scalar, vector, matrix, array). Function outputs a list
with calculated values or posterior chains for each specified parameter.
Usage
MCMCpstr(
object,
params = "all",
excl = NULL,
ISB = TRUE,
exact = TRUE,
func = mean,
type = "summary"
)
Arguments
object |
Object containing MCMC output. See DETAILS below. |
params |
Character string (or vector of character strings) denoting parameters to be returned in output. Default |
excl |
Character string (or vector of character strings) denoting parameters to exclude. Used in conjunction with |
ISB |
Ignore Square Brackets (ISB). Logical specifying whether square brackets should be ignored in the |
exact |
Logical specifying whether input from |
func |
Function to be performed on MCMC output. When output of specified function is greater than length 1, an extra dimension is added. For instance, output of length 3 for a parameter with dimensions 2x2 results in a 2x2x3 output. Functions that produce output with dimensionality greater than 1 are not permitted. |
type |
Character string specifying whether to return summary information (calculated based on |
Details
object
argument can be a stanfit
object (rstan
package), a CmdStanMCMC
object (cmdstanr
package), a stanreg
object (rstanarm
package), a brmsfit
object (brms
package), an mcmc.list
object (coda
and rjags
packages), mcmc
object (coda
and nimble
packages), list
object (nimble
package), an R2jags
model object (R2jags
package), a jagsUI
model object (jagsUI
package), or a matrix containing MCMC chains (each column representing MCMC output for a single parameter, rows representing iterations in the chain). The function automatically detects the object type and proceeds accordingly.
Examples
#Load data
data(MCMC_data)
MCMCpstr(MCMC_data, func = function(x) quantile(x, probs = c(0.01, 0.99)))