| MCMCresult {compareMCMCs} | R Documentation |
R6 class to hold MCMC samples, timing results, and metrics
R6 class to hold MCMC samples, timing results, and metrics
MCMCOptional name for the MCMC method.
samplesMatrix of MCMC samples. Rows are for MCMC iterations. Columns are for parameters. Columns must be named.
timesA list of times including elements for setup,
burnin, postburnin (sampling for recorded samples), and
sampling (normally burnin + postburnin). Each list
element should be a single numeric value.
metricsA list of MCMC performance metrics such as
effective sample size (ESS), efficiency, mean, median, and
credible interval boundaries. metrics ' is organized as a list
with three elements: byMCMC, byParameter, and other '
(currently unused).
byMCMC is for metrics with one number for an entire
MCMC sample (as opposed to one number for each parameter).
byMCMC is a data frame with one row and columns for MCMC name
each metric. These would be metrics where there is a single
byParameter is for metrics with one number for each parameter in each
MCMC sample. byParameter is a data.frame with one row for each
MCMC-x-parameter combination and columns for MCMC method,
parameter name, and
each metric. There will only be one MCMC method name
(all entries in the
MCMC column will be the same).
The MCMC columns in byMCMC and byParameter
are useful for combining
metrics from a list of MCMCresult objects,
such as done by combineMetrics, and for retaining
MCMC method labels if these data.frames are copied and used
outside of
an MCMCresult object.
other is simply an arbitrary list. This allows arbitrarily structured
metrics to be saved.
Elements of metrics are normally populated by addMetrics or
compareMCMCs
(which calls addMetrics).
sessionInfoResult of running sessionInfo() prior to calling
an MCMC engine, if requested.
new()Create a new MCMCresult object.
MCMCresult$new(...)
...Arbitrary initialization. If a matrix is passed, it
will be used to initialize samples and the metrics elements.
If a list with a matrix element named samples is passed, this element
will be used as if the matrix itself was passed. Any other named
elements of a list that correspond to fields of an MCMCresult object
will be initialized from them.
setSamples()Populate the samples and initialize the metrics
MCMCresult$setSamples(samples)
samplesA data.frame with MCMC output.
NULL
rename()Change the MCMC method name from oldName to newName
MCMCresult$rename(newName, oldName)
newNameNew name for MCMC method in metrics
oldNameOld name for MCMC method in metrics
This change the MCMC field and the corresponding columns
of metrics$byParameter and metrics$byMCMC.
If oldName is not the MCMC method name, this function does nothing.
NULL
initializeMetrics()Initialize metrics if necessary
MCMCresult$initializeMetrics(silent = FALSE)
silentlogical indicating whether to emit warnings
This function does nothing if metrics are already initialized.
It does not clear metrics. See clearMetrics for information on
how metrics are initialized.
logical indicating whether metrics is well-formed or not.
clearMetrics()Clear (reset) byParameter and/or byMCMC metrics
MCMCresult$clearMetrics(byParameter = TRUE, byMCMC = TRUE)
byParameterlogical indicating whether to clear byParameter
metrics
byMCMClogical indicating whether to clear byMCMC metrics
byParameter metrics are initialized to a data.frame with columns for
MCMC (all the same entry, the MCMC field) and Parameter
(taken from column
names of the samples).
byMCMC metrics are initialized to a data.frame
with a column for MCMC.
addMetricResult()Add one set of metric results
MCMCresult$addMetricResult(metricResult)
metricResultA list with possible elements byParameter,
byMCMC, and
other. These are typically returned from a metric function
called via
addMetric. Each is combined with previous metrics already in the
corresponding
elements of metrics.
clone()The objects of this class are cloneable with this method.
MCMCresult$clone(deep = FALSE)
deepWhether to make a deep clone.
renameMCMC to change the name of an MCMC
method throughout the structure of a list of MCMCresult
objects.