Description Usage Arguments Details Value Author(s) References Examples

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

1 | ```
MarginalStatistics(a_chain, level = 0.95, max_decimal = 0)
``` |

`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 |

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

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. |

Anne Philippe <[email protected]> and

Marie-Anne Vibet <[email protected]>

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

1 2 3 4 5 | ```
data(Events); attach(Events)
MarginalStatistics(Event.1)
MarginalStatistics(Event.2, level = 0.90)
``` |

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

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