plot_trace: Plot the trace plot for a parameter

Description Usage Arguments Details Author(s)

Description

This function plots the parameter value estimated in each sampled generation of the MCMC against the index of that sampled generation.

Usage

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plot_trace(parameter, percent.burnin = 0, thinning = 1, 
param.name = deparse(substitute(parameter)))

Arguments

parameter

The parameter for which the trace plot is being generated.

percent.burnin

The percent of the sampled MCMC generations to be discarded as "burn-in." If the MCMC is run for 1,000,000 generations, and sampled every 1,000 generations, there will be 1,000 sampled generations. A percent.burnin of 20 will discard the first 200 sampled parameter values from that sample.

thinning

The multiple by which the sampled MCMC generations are thinned. A thinning of 5 will sample every 5th MCMC generation.

param.name

The name of the parameter for which the trace plot is being displayed.

Details

A trace plot is a basic visual tool for assessing MCMC mixing. If the chain is mixing well, the trace plot will resemble a "fuzzy caterpillar." If the trace plot has not plateaued, it is an indication that the chain has not converged on the stationary posterior distribution, and must be run longer. If the trace plot of a parameter exhibits high autocorrelation, the user may wish to either increase or decrease the scale of the tuning parameter on that parameter, to decrease or increase acceptance rates, respectively. If the chain appears to be bouncing between areas of "fuzzy caterpillar-dom," it may be an indication of a multi-modal likelihood surface.

Author(s)

Gideon Bradburd


BEDASSLE documentation built on May 2, 2019, 6:10 a.m.