bayesfit: Traces from MCMC output

Description Usage Arguments Details Value See Also

View source: R/classes.R

Description

Test or show objects of class "bayesfit".

Usage

1

Arguments

x

an arbitrary R object.

Details

Default plot shows samples of residual densities (which==1), residual distribution with credible interval (5\% and 95\% posterior quantiles; which==2), and joint posterior distribution of α and β (which==3) for each lag successively. which can be any composition of 1,2 and 3.

Value

An object of class "bayesfit" is a list containing MCMC traces for:

a,b

Heffernan-Tawn parameters.

sd,mean,w

standard deviations, means and weights of the mixture components.

prec

precision parameter of the Dirichlet process.

ci

auxiliary variable; components' indices for each observation.

noo

number of observations in each mixture component.

noc

number of non-empty components in the mixture.

prop.sd

standard deviations of the proposal distributions for a and b.

And len, the length of the traces, i.e., the number of iterations saved.

See Also

bayesparams, stepfit


tsxtreme documentation built on May 30, 2017, 3:32 a.m.