MarginalStatistics: Marginal summary statistics

In RChronoModel: Post-Processing of the Markov Chain Simulated by ChronoModel or Oxcal

Description

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

Usage

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 <[e-mail]> and

Marie-Anne Vibet <[e-mail]>

References

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

Examples

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

RChronoModel documentation built on May 1, 2019, 10:06 p.m.