Converts MCMC output from
run_mcmc call to a
draws_df format of the
posterior package. This enables the use
of diagnostics and plotting methods of
## S3 method for class 'mcmc_output' as_draws_df(x, times, states, ...) ## S3 method for class 'mcmc_output' as_draws(x, times, states, ...)
An object of class
A vector of indices defining which time points to return? Default is all.
A vector of indices defining which states to return. Default is all.
The jump chain representation is automatically expanded by
as_draws, but if
run_mcmc used IS-MCMC method, the output
weight column corresponding to the IS-weights
(without counts), which is ignored by
i.e. those results correspond to approximate MCMC.
model <- bsm_lg(Nile, sd_y = tnormal(init = 100, mean = 100, sd = 100, min = 0), sd_level = tnormal(init = 50, mean = 50, sd = 100, min = 0), a1 = 1000, P1 = 500^2) fit1 <- run_mcmc(model, iter = 2000) draws <- as_draws(fit1) head(draws, 4) estimate_ess(draws$sd_y) summary(fit1, return_se = TRUE) # More chains: model$theta <- c(50, 150) # change initial value fit2 <- run_mcmc(model, iter = 2000, verbose = FALSE) model$theta <- c(150, 50) # change initial value fit3 <- run_mcmc(model, iter = 2000, verbose = FALSE) # it is actually enough to transform first mcmc_output to draws object, # rest are transformed automatically inside bind_draws draws <- posterior::bind_draws(as_draws(fit1), as_draws(fit2), as_draws(fit3), along = "chain") posterior::rhat(draws$sd_y)
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