plotMCMCtrace: plot MCMC trace plots

In SPQR: Semi-Parametric Quantile Regression

plot MCMC trace plots

Description

Show trace plot of the log-likelihood or estimates, of a "SPQR" class object fitted using the MCMC method

Usage

plotMCMCtrace(
  object,
  target = c("loglik", "PDF", "CDF", "QF"),
  X = NULL,
  Y = NULL,
  tau = 0.5,
  window = NULL
)

Arguments

object	An object of class SPQR.
target	A character indicating the statistic/estimate for which traceplot should be plotted; "loglik": log-likelihood (default), "PDF": probability density function, "CDF": cumulative density function, "QF": quantile function.
X	If target != "loglik", a row vector specifying the covariate values for which the estimates are computed. Default: NULL.
Y	If target = "PDF" or target = "CDF" a scalar specifying the response value for which the estimates are computed. Default: NULL.
tau	If target != "QF", a scalar specifying the quantile level for which the estimates are computed. Default: 0.5.
window	A vector specifying the range of index of the MCMC samples for which the traceplot should be plotted. Default is NULL indicating that the whole chain is plotted.

Value

A ggplot object.

Examples

set.seed(919)
n <- 200
X <- rbinom(n, 1, 0.5)
Y <- rnorm(n, X, 0.8)
control <- list(iter = 200, warmup = 150, thin = 1)
fit <- SPQR(X = X, Y = Y, method = "MCMC", control = control,
            normalize = TRUE, verbose = FALSE)

## trace plot for log-likelihood
plotMCMCtrace(fit, target = "loglik")

SPQR documentation built on May 3, 2022, 1:08 a.m.