knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.path = "man/figures/README-" ) library(mmcc)
Tidying up MCMC output can be a real pain. There are plenty of packages that help with summarising MCMC and providing their own summaries, but sometimes you just want a tidy data structure so you can do your own thing. And quickly.
mmcc
provides tidying functions that return tidy data structure from mcmc.list objects. It uses data.table
as the backend for speediness, it also provides broom
tidiers to assist in some quick summaries.
Install from github using:
# install.packages("remotes") remotes::install_github("njtierney/mmcc")
mcmc_to_dt
takes an mcmc.list
object and turns it into a data.table
of the format:
library(coda) data(line) head(data.frame(line$line1)) library(mmcc) mcmc_dt <- mcmc_to_dt(line) mcmc_dt
tidy.mcmc.list
takes an mcmc.list
, turns it into a data.table
and summarises it in terms of each parameter's mean, median, standard deviation and credible interval with level given by conf.level
:
``` {r show-tidy-method} tidy(line)
We can also optionally ask for a subset of the parameters with a vector of `colnames` and summarise for each chain: ``` {r show-tidy-options} tidy(line, chain = TRUE, colnames=c("alpha"))
This may be useful if we want to make a plot that shows how a given parameter varies from chain to chain.
``` {r show-tidy-ggplot, fig.height=3, fig.width=7} library(ggplot2)
line_tidy <- tidy(line, chain = TRUE)
ggplot(data = line_tidy,
aes(x = factor(chain),
y = mean)) +
geom_pointrange(aes(ymin = 2.5%
,
ymax = 97.5%
)) +
facet_wrap(~parameter,
nrow = 1,
scales = "free_y") +
theme_bw() +
xlab("Chain") +
ylab("Value")
# Helpers `mmcc` provides helpers to extract the number of chains, iterations, simulations, and variables in an MCMC object: ```r n_chain(line) n_iter(line) n_sims(line) n_var(line)
General model summary providing information on:
glance(line)
diag_autocorr(line) diag_ess(line) diag_mc_stderr(line)
thin_dt(mcmc_to_dt(line), thin = 10)
Full credit does to Sam Clifford for the name.
To quote Sam:
...it's all about reshaping and manipulating mcmc chains...therefore, mmcc
Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.