lanfearTransform {genMCMCDiag}R Documentation

Transforms a list of MCMC chains into a list of data.frames using the Lanfear transformation

Description

Transforms a list of MCMC chains into a list of data.frames using the Lanfear transformation

Usage

lanfearTransform(mhDraws, distance, reference = NULL, ...)

Arguments

mhDraws

List. Each element is a single chain from an MCMC algorithm. Each element should be a numeric vector (for univariate draws), or a list.

distance

Distance function defined on the space of MCMC draws. Should operate pairwise on the elements of the given chains. See details.

reference

Argument for method = 'lanfear'. Reference point for lanfearTransform (with exact same structure as each MCMC draw) for draw comparison. If left NULL a random point is selected from the given draws. See lanfearTransform details.

...

Catches extra arguments. Not used.

Details

The Lanfear transformation works by specifying a reference point and then comparing each MCMC draw back to that reference point using a distance function. The function returns this distance value as the Lanfear transformation of each draw.

Value

List of data.frames with columns 'val' which is the Lanfear transformation of each MCMC draw, and 't' which gives the within-chain ordering of the MCMC draws. Each data.frame is a separate chain.


[Package genMCMCDiag version 0.2.2 Index]