Description Usage Arguments Examples

View source: R/as.data.frame.mcmc_output.R

Converts the MCMC chain output of `run_mcmc`

to data.frame.

1 2 3 4 5 6 7 8 9 10 11 | ```
## S3 method for class 'mcmc_output'
as.data.frame(
x,
row.names,
optional,
variable = c("theta", "states"),
times,
states,
expand = !(x$mcmc_type %in% paste0("is", 1:3)),
...
)
``` |

`x` |
Output from |

`row.names` |
Ignored. |

`optional` |
Ignored. |

`variable` |
Return samples of |

`times` |
Vector of indices. In case of states, what time points to return? Default is all. |

`states` |
Vector of indices. In case of states, what states to return? Default is all. |

`expand` |
Should the jump-chain be expanded?
Defaults to |

`...` |
Ignored. |

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ```
data("poisson_series")
model <- bsm_ng(y = poisson_series,
sd_slope = halfnormal(0.1, 0.1),
sd_level = halfnormal(0.1, 1),
distribution = "poisson")
out <- run_mcmc(model, iter = 2000, particles = 10)
head(as.data.frame(out, variable = "theta"))
head(as.data.frame(out, variable = "state"))
# don't expand the jump chain:
head(as.data.frame(out, variable = "theta", expand = FALSE))
# IS-weighted version:
out_is <- run_mcmc(model, iter = 2000, particles = 10, mcmc_type = "is2")
head(as.data.frame(out_is, variable = "theta"))
``` |

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