calculate_diagnostics: Calculate MCMC diagnostics

In Rtwalk: An MCMC Sampler Using the t-Walk Algorithm

Calculate MCMC diagnostics

Description

Computes posterior summaries (mean, SD, quantiles) and effective sample sizes after discarding a burn-in fraction.

Usage

calculate_diagnostics(
  samples,
  burnin_frac = 0.2,
  param_names = NULL,
  title = ""
)

Arguments

samples	A matrix of MCMC samples (iterations x parameters), or a list of matrices for multiple independent chains. For a list, burn-in is discarded separately from each chain.
burnin_frac	Fraction of samples to discard as burn-in.
param_names	Optional character vector of parameter names.
title	Optional title for printed output.

Value

A data frame with posterior summaries and effective sample sizes.

Examples

log_post <- function(x) dnorm(x, log = TRUE)
res <- twalk(log_post, n_iter = 2000, x0 = -2, xp0 = 2)
calculate_diagnostics(
  res$samples,
  burnin_frac = 0.2,
  param_names = "theta",
  title = "Standard normal"
)

Rtwalk documentation built on Aug. 29, 2026, 1:06 a.m.