metrics: Built-in metrics for 'MCMCresult' objects

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

Built-in metrics for MCMCresult objects

Description

These functions are normally called via compareMCMCs or addMetric.

Usage

MCMCmetric_mean(result, ...)

MCMCmetric_median(result, ...)

MCMCmetric_sd(result, ...)

MCMCmetric_CI95(result, ...)

MCMCmetric_CI95low(result, ...)

MCMCmetric_CI95upp(result, ...)

MCMCmetric_ESS(result, options = NULL)

MCMCmetric_efficiency(result, options = NULL)

Arguments

result	An MCMCresult object, normally a list element returned by compareMCMCs
...	Possible additional arguments to metric functions.
options	A (metric-specific) list of named control options accepted by some metrics.

Details

A metric is a summary of MCMC output. The summary may include results for each parameter, for each MCMC sample (across all parameters), and/or by arbitrary list. The last option is not used by any built-in metrics.

The built-in metrics include:

• mean : mean for each parameter

• median : median for each parameter

• sd : standard deviation for each parameter

• CI95 : both ends of 95% credible interval, a combination of CI95low and CI95upp

• CI95low : lower end of 95% credible interval

• CI95upp : upper end of 95% credible interval

• ESS : effective sample size (ESS). Control options include ESSfun (a function to estimate ESS, with default = coda::effectiveSize), and suffix (a character string to be appended to "ESS" to form a label, with default = "").

• efficiency or (synonomously) efficiency_coda : effective sample size (ESS) and efficiency (ESS / computation time). If ESS was already calculated, it will not be re-calculated. Control options include ESSfun (passed to ESS), suffix (a character string to be appended to "efficiency" to form a label, with default = ""), and time (a character string to be used as an expression to calculate the computation time from elements of the times element of the result object, with default = "sampling" for burning+postburnin times).

Value

A list that may contain elements named:

• byParameter: A named list of vectors. In each vector, the elements correspond to parameters. The list names will become parameter names in the byParameter element of metrics elements in MCMCresult objects.

• byMCMC: A named list of numbers.

It is also valid to return a list of such lists.

In normal use, metrics are called by addMetrics (possibly from compareMCMCs) and the results are collated in the metrics field of MCMCresult objects.

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