getMCerror {wiqid}

MCMC error using the batch method (deprecated)

Description

This is now a wrapper for getMCE

Usage

getMCerror(object, n.chains, SDpc=FALSE)

Arguments

object

an object of any class with MCMC output that can be coerced to class mcmcOutput.

n.chains

ignored

SDpc

if TRUE, the value of the MC error as a percentage of the posterior SD will be returned.

Value

If SDpc is FALSE (the default), a named vector with the estimates of MC error. If TRUE, the MC error as a percentage of the standard deviation of the posterior chain. A value <5% of SD is adequate for most purposes, but <1.5% is needed to properly estimate tail probabilities (Lunn et al 2013, p78-79).

Author(s)

Mike Meredith

References

Lunn, D., Jackson, C., Best, N., Thomas, A., & Spiegelhalter, D. (2013) The BUGS book: a practical introduction to Bayesian analysis, Chapman and Hall.

Roberts, G.O. (1996). Markov chain concepts related to sampling algorithms. In Markov Chain Monte Carlo in practice (eds W.R. Gilks, D.J. Spiegelhalter & S. Richardson). Chapman & Hall, London.

Examples

# Get some output to use
data(salamanders)
y <- rowSums(salamanders)
( out <- BoccSS0(y, 5) )

getMCerror(out)
getMCerror(out, SDpc=TRUE)