mcmc-utilities: Utility operations for 'mcmc.list' objects

In statnet.common: Common R Scripts and Utilities Used by the Statnet Project Software

Utility operations for mcmc.list objects

Description

colMeans.mcmc.list is a "method" for (non-generic) colMeans() applicable to mcmc.list objects.

var.mcmc.list is a "method" for (non-generic) var() applicable to mcmc.list objects. Since MCMC chains are assumed to all be sampling from the same underlying distribution, their pooled mean is used.

sweep.mcmc.list is a "method" for (non-generic) sweep() applicable to mcmc.list objects.

lapply.mcmc.list is a "method" for (non-generic) lapply() applicable to mcmc.list objects.

Usage

colMeans.mcmc.list(x, ...)

var.mcmc.list(x, ...)

sweep.mcmc.list(x, STATS, FUN = "-", check.margin = TRUE, ...)

lapply.mcmc.list(X, FUN, ...)

Arguments

x	a mcmc.list object.
...	additional arguments to the functions evaluated on each chain.
STATS, FUN, check.margin	See help for sweep().
X	An mcmc.list object.

Details

These implementations should be equivalent (within numerical error) to the same function being called on as.matrix(x), while avoiding construction of the large matrix.

Value

colMeans.mcmc returns a vector with length equal to the number of mcmc chains in x with the mean value for each chain.

sweep.mcmc.list returns an appropriately modified version of x

lapply.mcmc.list returns an mcmc.list each of whose chains had been passed through FUN.

See Also

mcmc.list

colMeans()

var()

sweep()

lapply()

Examples

data(line, package="coda")
colMeans(as.matrix(line)) # also coda
colMeans.mcmc.list(line) # "Method"

data(line, package="coda")
var(as.matrix(line)) # coda
var.mcmc.list(line) # "Method"

data(line, package="coda")
colMeans.mcmc.list(line)-1:3
colMeans.mcmc.list(sweep.mcmc.list(line, 1:3))

data(line, package="coda")
colMeans.mcmc.list(line)[c(2,3,1)]
colMeans.mcmc.list(lapply.mcmc.list(line, `[`,,c(2,3,1)))

statnet.common documentation built on Oct. 6, 2024, 5:06 p.m.