Description Usage Arguments Value Examples
Plots the value of a one-dimensional series against the iteration where it occurred. Useful to see the general pattern of the chain (white noise, random walk, volatility clustering)
1 | plot_series(chain)
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chain |
Vector of n length, where n is the number of trials or sampler iterations |
A series plot
1 2 3 4 | target <- distr::Norm()
pd_func <- make_distr_pdf(target)
chain1 <- sampler_mcmc(pd_func, 0, sigma_prop = 1)
plot_series(chain1[[1]])
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