MCMCchains: Extract posterior chains from MCMC output

In caseyyoungflesh/post: Tools to Visualize, Manipulate, and Summarize MCMC Output

Extract posterior chains from MCMC output

Description

Extract posterior chains from MCMC output for specific parameters of interest.

Usage

MCMCchains(
  object,
  params = "all",
  excl = NULL,
  ISB = TRUE,
  exact = TRUE,
  mcmc.list = FALSE,
  chain_num = NULL
)

Arguments

object	Object containing MCMC output. See DETAILS below.
params	Character string (or vector of character strings) denoting parameters of interest. Default 'all' returns chains for all parameters.
excl	Character string (or vector of character strings) denoting parameters to exclude. Used in conjunction with params argument to select parameters of interest.
ISB	Ignore Square Brackets (ISB). Logical specifying whether square brackets should be ignored in the params and excl arguments. If TRUE, square brackets are ignored. If FALSE, square brackets are not ignored. This allows partial names to be used when specifying parameters of interest. Use exact argument to specify whether input from params and excl arguments should be matched exactly.
exact	Logical specifying whether input from params and excl arguments should be matched exactly (after ignoring square brackets if ISB = FALSE). If TRUE, input from params and excl are matched exactly (after taking ISB argument into account). If FALSE, input from params and excl are matched using regular expression format (after taking ISB argument into account).
mcmc.list	Logical specifying whether to return an mcmc.list. If TRUE, an mcmc.list object is returned, rather than a matrix.
chain_num	Numeric - specifies posterior chain number. When a value is specified, posterior for only that chain is output. Useful for determining the last iteration for each parameter, to be used as initial values in a subsequent model, to effectively 'continue' a model run.

Details

Function returns matrix with one parameter per column (for specified parameters). Each iteration is represented as a row. Multiple chains for each parameter are combined to one posterior chain (unless chain_num is specified, in which case only the specified chain will be returned). Parameters are arranged in columns alphabetically.

object argument can be a stanfit object (rstan package), a CmdStanMCMC object (cmdstanr package), a stanreg object (rstanarm package), a brmsfit object (brms package), an mcmc.list object (coda and rjags packages), mcmc object (coda and nimble packages), list object (nimble package), an R2jags model object (R2jags package), a jagsUI model object (jagsUI package), or a matrix containing MCMC chains (each column representing MCMC output for a single parameter, rows representing iterations in the chain). The function automatically detects the object type and proceeds accordingly.

Examples

#Load data
data(MCMC_data)

#Extract MCMC chains
ex <- MCMCchains(MCMC_data)
apply(ex, 2, mean)

#Extract MCMC chains for just 'beta' parameters
ex2 <- MCMCchains(MCMC_data, params = 'beta')
apply(ex2, 2, mean)

#Just 'beta[1]', 'beta[4]', and 'alpha[3]'
ex3 <- MCMCchains(MCMC_data, params = c('beta[1]', 'beta[4]', 'alpha[3]'), 
                 ISB = FALSE, exact = TRUE)
apply(ex3, 2, sd)

caseyyoungflesh/post documentation built on March 18, 2024, 9:40 a.m.