MarginalStatistics: Marginal summary statistics

Description Usage Arguments Details Value Author(s) References Examples

View source: R/prog.R

Description

Gives a list of summary statistics resulting from the output of the MCMC algorithm for a one-parameter.

Usage

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MarginalStatistics(a_chain, level = 0.95, max_decimal = 0)

Arguments

a_chain

numeric vector containing the output of the MCMC algorithm for a one-parameter

level

probability corresponding to the level of confidence used for the credible interval and the highest density region

max_decimal

maximum number of decimal

Details

The 100*level % HPD (highest posterior density) region is estimated using HDR function from Package 'hdrcde'.

Value

A matrix of values corresponding to the following summary statistics

title

The title of the summary statistics

mean

The mean of the MCMC chain. Use of "mean" function.

map

The maximum a posteriori of the MCMC chain. Use of "hdr" function.

sd

The standard deviation of the MCMC chain. Use of "sd" function.

Q1, median, Q3

The quantiles of the MCMC chain corresponding to 0.25, 0.50 and 0.75. Use of "quantile" function.

CI

The credible interval corresponding to the desired level. Use of "CredibleInterval" function.

HPDR

The highest posterior density regions corresponding to the desired level. Use of "hdr" function.

Author(s)

Anne Philippe <[email protected]> and

Marie-Anne Vibet <[email protected]>

References

Hyndman, R.J. (1996) Computing and graphing highest density regions. American Statistician, 50, 120-126.

Examples

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  data(Events); attach(Events)
  
  MarginalStatistics(Event.1)
  MarginalStatistics(Event.2, level = 0.90)
  

RChronoModel documentation built on May 29, 2017, 12:38 p.m.