| bayesfit {tsxtreme} | R Documentation |
Traces from MCMC output
Description
Test or show objects of class "bayesfit".
Usage
is.bayesfit(x)
Arguments
x |
an arbitrary R object. |
Details
Default plot shows samples of residual densities (which==1), residual distribution with credible interval (5\% and 95\% posterior quantiles; which==2), and joint posterior distribution of \alpha and \beta (which==3) for each lag successively. which can be any composition of 1,2 and 3.
Value
An object of class "bayesfit" is a list containing MCMC traces for:
a, b |
Heffernan-Tawn parameters. |
sd, mean, w |
standard deviations, means and weights of the mixture components. |
prec |
precision parameter of the Dirichlet process. |
ci |
auxiliary variable; components' indices for each observation. |
noo |
number of observations in each mixture component. |
noc |
number of non-empty components in the mixture. |
prop.sd |
standard deviations of the proposal distributions for |
And len, the length of the traces, i.e., the number of iterations saved.