boa.stats {boa} | R Documentation |
Computes summary statistics for the parameters in an MCMC sequence.
boa.stats(link, probs, batch.size)
link |
Matrix whose columns and rows contain the monitored parameters
and the MCMC iterations, respectively. The iteration numbers and parameter
names must be assigned to |
probs |
Vector of probabilities at which to compute the quantiles. Values must be between 0 and 1. |
batch.size |
Number of iterations to include in each batch when computing batch means and lag-1 batch autocorrelations. |
A matrix whose columns and rows contain the summary statistics (i.e. sample mean, standard deviation, naive standard error, MC error, batch standard error, lag-1 batch autocorrelation, specified quantiles, minimum and maximum iteration numbers, and total iterations in the sample) and the monitored parameters, respectively.
Brian J. Smith