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

In simonsays1980/finmix: An R package for Bayesian estimation of finite mixture distributions

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.

Note, this method calls the equivalent method of the parent class and then adds to it the sub-chains for the parameters of the hierarchical prior.

Usage

## S4 method for signature 'mcmcoutputhier,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.