subseq-mcmcoutputfix-array-method: Constructs a sub-chain of MCMC samples

Description Usage Arguments Value

Description

Calling subseq() constructs an MCMC sub-chain from the samples in the passed-in mcmcoutput object specfied by the index array in index. This can be advantageous, if chains are non-stationary. For successful MCMC sampling the chain must be converged to the target distribution, the true distribution of parameters, weights and indicators.

Usage

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## S4 method for signature 'mcmcoutputfix,array'
subseq(object, index)

Arguments

object

An mcmcoutput object containing all sampled values.

index

An array specifying the extraction of the sub-chain.

Value

An mcmcoutput object containing the values from the sub-chain.


simonsays1980/finmix documentation built on Dec. 23, 2021, 2:25 a.m.