Summarise a matrix of Markov chain Monte Carlo samples.

Description

This function takes in a matrix of Markov chain Monte Carlo (McMC) samples from a ‘carbayes’ model object, such as a set of parameters or fitted values, and calculates posterior quantiles and exceeedence probabilities. The latter are probabilities of the form P(quantity > c|data), where c is a threshold chosen by the user.

Usage

1
summarise.samples(samples, columns=NULL, quantiles=0.5, exceedences=NULL)

Arguments

samples

A matrix of McMC samples obtained from a ‘carbayes’ model object.

columns

A vector of column numbers stating which columns in the matrix of McMC samples summaries are required for. Defaults to all columns.

quantiles

The vector of posterior quantiles required.

exceedences

The vector of threshold levels, c, that exceedence probabilities are required for.

Value

quantiles

A 2 dimensional array containing the requied posterior quantiles. Each row relates to a parameter and each column to a different requested quantile.

exceedences

A 2 dimensional array containing the requied exceedence probabilities. Each row relates to a parameter, and each column to a different requested exceedence probability.

Author(s)

Duncan Lee

Examples

1
## See the vignette accompanying this package for an example of its use.