bmksummary {bmk}R Documentation

Summaries of MCMC chains

Description

Generate the mean, standard deviation, median, 2.5 percent and 97.5 percent quantiles, Gelman Rubin statistic for convergence, effective samples size and the minimum and maximum Hellinger distances across all chains. outputs summaries for the MCMC samples including the convergence diagnostics of Gelman and Rubin and the Hellinger distance of Boone, Merrick and Krachey.

Usage

  bmksummary(inputlist)

Arguments

inputlist

A list of the combined MCMC chains for all samples from one scenario.

References

Boone EL, Merrick JR and Krachey MJ. A Hellinger distance approach to MCMC diagnostics. Journal of Statistical Computation and Simulation, DOI:10.1080/00949655.2012.729588.

Examples

data(MCMCsamples)
 bmksummary(list( MCMC.one, MCMC.two, MCMC.three ))

[Package bmk version 1.0 Index]