mcmc.summary {spate}

Summary function for MCMC output.

Description

Auxilary function for summarizing MCMC output and illustrating the posterior distributions.

Usage

mcmc.summary(data, probs = c(0.025, 0.5, 0.975), mean = FALSE)

Arguments

data

Matrix of size p x Nmc where p denotes the number of parameters and Nmc the number of MCMC samples.

probs

Vector of quantiles that should be computed for each parameter.

mean

logical; if 'TRUE' the mean of the posterior distributions is computed as well.

Value

Matrix with quantiles and the mean of the posterior distributions.

Author(s)

Fabio Sigrist

Examples

data("spateMCMC")
mcmc.summary(spateMCMC$Post,mean=TRUE)