View source: R/MarginalStatistics.R

MarginalStatistics | R Documentation |

Calculates summary statistics of the output of the MCMC algorithm for a one-parameter. Results are given in calendar years (BC/AD).

MarginalStatistics(a_chain, level = 0.95, roundingOfValue = 0)

`a_chain` |
Numeric vector containing the output of the MCMC algorithm for the parameter. |

`level` |
Probability corresponding to the level of confidence used for the credible interval and the highest posterior density region. |

`roundingOfValue` |
Integer indicating the number of decimal places. |

The *(100 * level)*\

A named matrix of values corresponding to all the following statistics:

- title
The title of the summary statistics.

- mean
The mean of the MCMC chain. Use of

`mean()`

function.- map
The maximum a posteriori of the MCMC chain. Use of

`hdr()`

function.- sd
The standard deviation of the MCMC chain. Use of

`sd()`

function.- Q1, median, Q3
The quantiles of the MCMC chain corresponding to 0.25, 0.50 and 0.75. Use of

`quantile`

function.- CI
The credible interval corresponding to the desired level. Use of

`CredibleInterval()`

function.- HPDR
The highest posterior density regions corresponding to the desired level. Use of

`hdr()`

function.

Anne Philippe, Anne.Philippe@univ-nantes.fr and

Marie-Anne Vibet, Marie-Anne.Vibet@univ-nantes.fr

Hyndman, R. J. (1996) Computing and graphing highest density regions. American Statistician, 50, 120-126.

data(Events); attach(Events) MarginalStatistics(Event.1) MarginalStatistics(Event.2, level = 0.90)

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