mcmcSummary: Computes MCMC summary statistics.
In RGAP: Production Function Output Gap Estimation
mcmcSummary R Documentation
Computes MCMC summary statistics.
Description
Computes MCMC summary statistics.
Usage
mcmcSummary(x, HPDIprob, frac1 = 0.1, frac2 = 0.5)
Arguments
x
A R x n matrix with R draws of n variables.
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.
Details
Naturally, frac1 + frac2 is between zero and one.
Value
A data frame with the following columns
- Mean
The posterior mean.
- Median
The posterior median.
- SD
Standard deviation.
- HPDI-LB
Highest posterior density credible interval lower bound
- HPDI-UB
Highest posterior density credible interval upper bound
- Naive SE
Naive Standard error of the mean (ignoring chain autocorrelation.
- Time-series SE
Time-series standard error (based on spectral density at 0).
- Geweke statistic
The Geweke test statistic.
- frac1
The fraction of data contained in the first interval.
- frac2
The fraction of data contained in the second interval.
RGAP documentation built on Nov. 2, 2023, 6:02 p.m.
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| mcmcSummary | R Documentation |
Computes MCMC summary statistics.
Description
Computes MCMC summary statistics.
Usage
mcmcSummary(x, HPDIprob, frac1 = 0.1, frac2 = 0.5)
Arguments
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. |
Details
Naturally, frac1 + frac2 is between zero and one.
Value
A data frame with the following columns
- Mean
The posterior mean.
- Median
The posterior median.
- SD
Standard deviation.
- HPDI-LB
Highest posterior density credible interval lower bound
- HPDI-UB
Highest posterior density credible interval upper bound
- Naive SE
Naive Standard error of the mean (ignoring chain autocorrelation.
- Time-series SE
Time-series standard error (based on spectral density at 0).
- Geweke statistic
The Geweke test statistic.
- frac1
The fraction of data contained in the first interval.
- frac2
The fraction of data contained in the second interval.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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