A function to convert a first order autoregressive BPS posterior sample into an MCMC object, so that package 'coda' can be used for output diagnostics.
posterior sample of BPS hazard rates (as generated by
An MCMC object, complete with burn-in and thinning information.
If package 'coda' is not available, a matrix with meaningful column names is returned.
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# set RNG seed (for example reproducibility only) set.seed(1234) # select a BPS prior distribution hypars<-BPSpriorElicit(r0 = 0.1, H = 1, T00 = 50, ord = 4, G = 3, c = 0.9) # load a data set data(earthquakes) # generate a posterior sample post<-BPSpostSample(hypars, times = earthquakes$ti, obs = earthquakes$ob) # convert the posterior sample into an MCMC object MCMCpost<-BPSpost2mcmc(post)