Ana: Perform some basic autocorrelation analysis.

In Rtwalk: The R Implementation of the 't-walk' MCMC Algorithm

Description

Perform some basic autocorrelation analysis of the twalk MCMC output.

Usage

Ana(info, from=1, to=info$Tr, par=0, file="")

Arguments

info	as returned from Runtwalk.
from	iteration number to start ploting (from=0 begings at initialization point).
to	last iteration to plot.
par	parameter to analyze.
file	name of file to write results to (if not "").

Value

NULL

Author(s)

J Andres Christen (CIMAT, Guanajuato, MEXICO).

References

Christen JA and Fox C (2010). A general purpose sampling algorithm for continuous distributions (the t-walk)., Bayesian Analysis, 5 (2), 263-282. URL: http://ba.stat.cmu.edu/journal/2010/vol05/issue02/christen.pdf

See Also

Runtwalk for running the twalk.

Examples

  

#### We first load the twalk package:
library(Rtwalk)



#### A ver simple inline example, 4 independent normals N(0,1):
######        dimension,  num of it, -log of objective function besides a const, support,
info <- Runtwalk( dim=4,  Tr=1000,  Obj=function(x) { sum(x^2)/2 }, Supp=function(x) { TRUE },
	x0=runif(4, min=20, max=21), xp0=runif(4, min=20, max=21)) 
####  and two (intentionally bad) initial points

### Perform some basic autocorrelation analysis
Ana( info, from=500)

Rtwalk documentation built on May 2, 2019, 3:45 a.m.