stanfit-method-traceplot: Markov chain traceplots

In rstan: R Interface to Stan

Markov chain traceplots

Description

Draw the traceplot corresponding to one or more Markov chains, providing a visual way to inspect sampling behavior and assess mixing across chains and convergence.

Usage

  
  ## S4 method for signature 'stanfit'
traceplot(object, pars, include = TRUE, unconstrain = FALSE, 
          inc_warmup = FALSE, window = NULL, nrow = NULL, ncol = NULL, ...) 

Arguments

object	An instance of class stanfit.
pars	A character vector of parameter names. Defaults to all parameters or the first 10 parameters (if there are more than 10).
include	Should the parameters given by the pars argument be included (the default) or excluded from the plot? Only relevant if pars is not missing.
inc_warmup	TRUE or FALSE, indicating whether the warmup sample are included in the trace plot; defaults to FALSE.
window	A vector of length 2. Iterations between window[1] and window[2] will be shown in the plot. The default is to show all iterations if inc_warmup is TRUE and all iterations from the sampling period only if inc_warmup is FALSE. If inc_warmup is FALSE the iterations specified in window should not include iterations from the warmup period.
unconstrain	Should parameters be plotted on the unconstrained space? Defaults to FALSE.
nrow, ncol	Passed to facet_wrap.
...	Optional arguments to pass to geom_path (e.g. size, linetype, alpha, etc.).

Value

A ggplot object that can be further customized using the ggplot2 package.

Methods

traceplot

signature(object = "stanfit") Plot the sampling paths for all chains.

See Also

List of RStan plotting functions, Plot options

Examples

## Not run: 
# Create a stanfit object from reading CSV files of samples (saved in rstan
# package) generated by funtion stan for demonstration purpose from model as follows. 
# 
excode <- '
  transformed data {
    array[20] real y;
    y[1] <- 0.5796;  y[2]  <- 0.2276;   y[3] <- -0.2959; 
    y[4] <- -0.3742; y[5]  <- 0.3885;   y[6] <- -2.1585;
    y[7] <- 0.7111;  y[8]  <- 1.4424;   y[9] <- 2.5430; 
    y[10] <- 0.3746; y[11] <- 0.4773;   y[12] <- 0.1803; 
    y[13] <- 0.5215; y[14] <- -1.6044;  y[15] <- -0.6703; 
    y[16] <- 0.9459; y[17] <- -0.382;   y[18] <- 0.7619;
    y[19] <- 0.1006; y[20] <- -1.7461;
  }
  parameters {
    real mu;
    real<lower=0, upper=10> sigma;
    vector[2] z[3];
    real<lower=0> alpha;
  } 
  model {
    y ~ normal(mu, sigma);
    for (i in 1:3) 
      z[i] ~ normal(0, 1);
    alpha ~ exponential(2);
  } 
'
# exfit <- stan(model_code = excode, save_dso = FALSE, iter = 200, 
#               sample_file = "rstan_doc_ex.csv")
# 
exfit <- read_stan_csv(dir(system.file('misc', package = 'rstan'),
                       pattern='rstan_doc_ex_[[:digit:]].csv',
                       full.names = TRUE))

print(exfit)
traceplot(exfit)
traceplot(exfit, size = 0.25)
traceplot(exfit, pars = "sigma", inc_warmup = TRUE)

trace <- traceplot(exfit, pars = c("z[1,1]", "z[3,1]"))
trace + scale_color_discrete() + theme(legend.position = "top")

## End(Not run)

rstan documentation built on May 29, 2024, 11:04 a.m.