TS {Rtwalk} | R Documentation |
Plot a 'time series' of the twalk MCMC output.
Description
Plot a 'time series' of the twalk MCMC output.
Usage
TS(info, pars=1:(info$dim), from=1, to=info$Tr, prime=FALSE)
Arguments
info |
as returned from Runtwalk. |
pars |
parameter list to plot. |
from |
iteration number to start ploting (from=0 begings at initialization point). |
to |
last iteration to plot. |
prime |
plot xp (x') instead. |
Value
plot object.
Author(s)
J Andres Christen (CIMAT, Guanajuato, MEXICO).
References
Christen JA and Fox C (2010). A general purpose sampling algorithm for continuous distributions (the t-walk)., Bayesian Analysis, 5 (2), 263-282. URL: http://ba.stat.cmu.edu/journal/2010/vol05/issue02/christen.pdf
See Also
Runtwalk
For running the twalk.
Examples
#### We first load the twalk package:
library(Rtwalk)
#### A ver simple inline example, 4 independent normals N(0,1):
###### dimension, num of it, -log of objective function besides a const, support,
info <- Runtwalk( dim=4, Tr=1000, Obj=function(x) { sum(x^2)/2 }, Supp=function(x) { TRUE },
x0=runif(4, min=20, max=21), xp0=runif(4, min=20, max=21))
#### and two (intentionally bad) initial points
### One can plot a time series of the parameters
TS(info)
[Package Rtwalk version 1.8.0 Index]