plot_uncertainties {adnuts}

Plot MLE vs MCMC marginal standard deviations for each parameter

Description

Plot MLE vs MCMC marginal standard deviations for each parameter

Usage

plot_uncertainties(fit, log = TRUE, plot = TRUE)

Arguments

fit

A fitted object returned by sample_admb

log

Whether to plot the logarithm or not.

plot

Whether to plot it or not.

Details

It can be helpful to compare uncertainty estimates between the two paradigms. This plots the marginal posterior standard deviation vs the frequentist standard error estimated from the .cor file. Large differences often indicate issues with one estimation method.

Value

Invisibly returns data.frame with parameter name and estimated uncertainties.

Examples

fit <- readRDS(system.file('examples', 'fit.RDS', package='adnuts'))
x <- plot_uncertainties(fit, plot=FALSE)
head(x)