metrics {compareMCMCs}

Built-in metrics for MCMCresult objects

Description

These functions are normally called via compareMCMCs or addMetric.

Usage

MCMCmetric_mean(result, ...)

MCMCmetric_median(result, ...)

MCMCmetric_sd(result, ...)

MCMCmetric_CI95(result, ...)

MCMCmetric_CI95low(result, ...)

MCMCmetric_CI95upp(result, ...)

MCMCmetric_ESS(result, options = NULL)

MCMCmetric_efficiency(result, options = NULL)

Arguments

result

An MCMCresult object, normally a list element returned by compareMCMCs

...

Possible additional arguments to metric functions.

options

A (metric-specific) list of named control options accepted by some metrics.

Details

A metric is a summary of MCMC output. The summary may include results for each parameter, for each MCMC sample (across all parameters), and/or by arbitrary list. The last option is not used by any built-in metrics.

The built-in metrics include:

• mean : mean for each parameter

• median : median for each parameter

• sd : standard deviation for each parameter

• CI95 : both ends of 95% credible interval, a combination of CI95low and CI95upp

• CI95low : lower end of 95% credible interval

• CI95upp : upper end of 95% credible interval

• ESS : effective sample size (ESS). Control options include ESSfun (a function to estimate ESS, with default = coda::effectiveSize), and suffix (a character string to be appended to "ESS" to form a label, with default = "").

• efficiency or (synonomously) efficiency_coda : effective sample size (ESS) and efficiency (ESS / computation time). If ESS was already calculated, it will not be re-calculated. Control options include ESSfun (passed to ESS), suffix (a character string to be appended to "efficiency" to form a label, with default = ""), and time (a character string to be used as an expression to calculate the computation time from elements of the times element of the result object, with default = "sampling" for burning+postburnin times).

Value

A list that may contain elements named:

• byParameter: A named list of vectors. In each vector, the elements correspond to parameters. The list names will become parameter names in the byParameter element of metrics elements in MCMCresult objects.

• byMCMC: A named list of numbers.

It is also valid to return a list of such lists.

In normal use, metrics are called by addMetrics (possibly from compareMCMCs) and the results are collated in the metrics field of MCMCresult objects.