MCMCpstr | R Documentation |
Extract summary information and posterior chains from MCMC output (specific function specified) for specific parameters of interest while preserving original parameter structure (i.e., scalar, vector, matrix, array). Function outputs a list
with calculated values or posterior chains for each specified parameter.
MCMCpstr(
object,
params = "all",
excl = NULL,
ISB = TRUE,
exact = TRUE,
func = mean,
type = "summary"
)
object |
Object containing MCMC output. See DETAILS below. |
params |
Character string (or vector of character strings) denoting parameters to be returned in output. Default |
excl |
Character string (or vector of character strings) denoting parameters to exclude. Used in conjunction with |
ISB |
Ignore Square Brackets (ISB). Logical specifying whether square brackets should be ignored in the |
exact |
Logical specifying whether input from |
func |
Function to be performed on MCMC output. When output of specified function is greater than length 1, an extra dimension is added. For instance, output of length 3 for a parameter with dimensions 2x2 results in a 2x2x3 output. Functions that produce output with dimensionality greater than 1 are not permitted. |
type |
Character string specifying whether to return summary information (calculated based on |
object
argument can be a stanfit
object (rstan
package), a CmdStanMCMC
object (cmdstanr
package), a stanreg
object (rstanarm
package), a brmsfit
object (brms
package), an mcmc.list
object (coda
and rjags
packages), mcmc
object (coda
and nimble
packages), list
object (nimble
package), an R2jags
model object (R2jags
package), a jagsUI
model object (jagsUI
package), or a matrix containing MCMC chains (each column representing MCMC output for a single parameter, rows representing iterations in the chain). The function automatically detects the object type and proceeds accordingly.
#Load data
data(MCMC_data)
MCMCpstr(MCMC_data, func = function(x) quantile(x, probs = c(0.01, 0.99)))
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