merge_sim {bpr} | R Documentation |
This function is a method for class poisreg
. Merge multiple MCMC chains into a unique chain when sampling with nchains > 1
is used.
merge_sim(object)
object |
object of class " |
The function returns an object of class poisreg
with a single element $sim
.
The returned chains (elements of sim
) are obtained by appending the simulated values of each independent chain,
under the assumption that they all have reached the same stationary distribution.
library(MASS) # load the data set
head(epil)
# Simulate multiple chains by setting nchains > 1
fit4 = sample_bpr( y ~ lbase*trt + lage + V4, data = epil,
iter = 1000,
nchains = 4, thin = 2)
# fit4 contains 4 elements with simulation ($sim, $sim2, $sim3, $sim4)
mcmc_diagnostics(fit4)
# the Gelman-Rubin diagnostics confirms convergence of the 4
# independent chains to the same stationary distribution
fit4b = merge_sim(fit4)
str(fit4b$sim)
# fit 4b contains only one element $sim, of length 1500
# (which is the result of concatenating the 4 simulations, after removing the first 25%
# iterations as burn-in and keeping one iteration every two).