mcmcSummary | R Documentation |
Computes MCMC summary statistics.
mcmcSummary(x, HPDIprob, frac1 = 0.1, frac2 = 0.5)
x |
A |
HPDIprob |
The probability mass of the HPDI, a scalar between zero and one. |
frac1 |
The probability mass of the first interval used for the Geweke test, a scalar between zero and one. |
frac2 |
The probability mass of the second interval used for the Geweke test, a scalar between zero and one. |
Naturally, frac1 + frac2
is between zero and one.
A data frame with the following columns
The posterior mean.
The posterior median.
Standard deviation.
Highest posterior density credible interval lower bound
Highest posterior density credible interval upper bound
Naive Standard error of the mean (ignoring chain autocorrelation.
Time-series standard error (based on spectral density at 0).
The Geweke test statistic.
The fraction of data contained in the first interval.
The fraction of data contained in the second interval.
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