diagnostics: Diagnostics Function for MCMC

Description Usage Arguments Details Value Author(s) Examples

Description

diagnostics provides diagnostic analysis for the MCMC process used in the main function clearanceEstimatiorBayes.

Usage

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diagnostics(object, ...)

Arguments

object

an object of class bhrcr, given by clearanceEstimatorBayes.

...

additional parameters.

Details

This function provides diagnostic analysis such as trace plots, ACF and PACF plots for some important parameters in the simulation process of Gibbs sampling. With these diagnostic plots, we can be assured that we get the results after we have reached stationarity and have thinned sufficiently.

Value

the directory location under which all the output is saved.

Author(s)

Colin B. Fogarty <cfogarty@mit.edu>, Saeed Sharifi-Malvajerdi <saeedsh@wharton.upenn.edu>, Feiyu Zhu <feiyuzhu@sas.upenn.edu>

Examples

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data("posterior")
diagnostics(posterior)


data("pursat")
data("pursat_covariates")
out <- clearanceEstimatorBayes(data = pursat, covariates = pursat_covariates,
                               niteration = 200, burnin = 50, thin = 10)
diagnostics(out)

bhrcr documentation built on May 1, 2019, 8:41 p.m.