applyConversions: Apply a set of parameter conversions to MCMC output

In compareMCMCs: Compare MCMC Efficiency from 'nimble' and/or Other MCMC Engines

Apply a set of parameter conversions to MCMC output

Description

Create transformed parameters from original parameters in MCMC output

Usage

applyConversions(samples, conversions)

Arguments

samples	One of: an MCMCresult object; a named list of MCMCresult objects (such as returned by compareMCMCs); a matrix of MCMC samples (such as the samples element of an MCMCresult object); or a named list of such matrices. In the first two cases, conversions will be done in place (as a "side effect" modifying the arguments) because MCMCresult objects are R6 objects and are thus passed by reference.
conversions	One of: a list of conversion specifications (see below); a named list of conversion specifications, with names matching those of a list provided for samples.

Details

A conversion specification is a named list. For each element:

• its name will be the name of a new column appended to a samples matrix.

• its value should be a character string that can be parsed as code to calculate elements of the new column. It can use existing column names in samples. Calculations will be done row-wise. Column names are often something like "beta[2]". To have this used as a name, enclose it in backticks, e.g. "`beta[2]`". For example, an entry could be ⁠log_beta2 = "log(`beta\[2\]`)"⁠. A list value of NULL will remove the named column.

The conversion specification list will be processed in order. This allows creating new columns and removing old ones in a sensible order.

If both conversions and samples are named lists, they will be matched: the conversions element (itself a list of conversion specifications) used on a samples element will have the same name. If there is no conversions element for a given samples element, that samples element will be included in the returned list without any conversions.

Value

An object of the same type as samples after application of conversions.

compareMCMCs documentation built on Oct. 7, 2024, 1:25 a.m.