R/plot.phtMCMC.R

In PhaseType: Inference for Phase-Type Distributions

plot.phtMCMC <- function(x, ...) {
	# Get chain info
	StartEndThin <- attr(x$samples, "mcpar")

	# Trace plots
	print(
		ggplot(melt(as.data.frame(x$samples[seq(StartEndThin[1], StartEndThin[2], StartEndThin[3]),]), id.vars = NULL)) +
		  geom_line(aes_string(x = "1:length(value)", y = "value")) +
		  geom_smooth(aes_string(x = "1:length(value)", y = "value"), method = "glm") +
		  #geom_hline(aes(yintercept = value), data = truth, colour = "red", linetype = "dashed") +
		  facet_wrap(~variable, scales = "free") +
		  #theme_grey(base_family = "serif", base_size = 11) +
		  ggtitle("Parameter Traces") + #, plot.title = theme_text(size = 14, face = "bold", family = "serif")) +
		  xlab("Iteration") + ylab("Parameter Value")
	)

	# Marginal posterior densities
	print(
	  ggplot() +
	    geom_density(aes_string(x = "value"), melt(as.data.frame(x$samples[seq(StartEndThin[1], StartEndThin[2], StartEndThin[3]),]), id.vars = NULL)) +
	    #geom_vline(aes(xintercept = value), data = truth, colour = "red") +
	    facet_wrap(~variable, scales = "free") +
	    #theme_grey(base_family = "serif", base_size = 11) +
	    ggtitle("Marginal Posterior Densities") + #, plot.title = theme_text(size = 14, face = "bold", family = "serif")) +
	    xlab("Parameter Value") + ylab("Density")
	)
}