diagnostics: Graphical diagnostics for arrays of MCMC output.
In nclSLR: The nclSLR package.

Description Usage Arguments Value Examples

This function generates graphical diagnostics for an array of MCMC output such as that returned by applying the function to.array to a stanfit object. For every parameter, a row of three plots is generated: a trace plot, an ACF plot and a kernel density plot. If there is output from more than one chain, the default behaviour is to overlay the plots for different chains in different colours.

1 2	diagnostics(mcmc, rows = 3, lag.max = 50, pool = FALSE, colours = NULL)

`mcmc`	A matrix with dimensions: iterations, parameters; or a three dimensional array with dimensions: iterations, chains, parameters. The final (i.e. parameter) component of the `dimnames` attribute of the matrix or array should contain the parameter names.
`rows`	A number indicating the number of parameters to plot per page on the graphics device.
`lag.max`	A number indicating the maximum lag for the ACF plots.
`pool`	A logical. If `TRUE` the samples are pooled across chains before generating the plots.
`colours`	A vector indicating the colours to use to represent each chain. Colours can be specified using any of the three kinds of R colour specifications, i.e. a colour name (as listed by `colors()`), a hexadecimal string of the form `"#rrggbb"` or `"#rrggbbaa"` or a positive integer `i` meaning `palette()[i]`.

NULL

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srs = array(rnorm(8000), c(1000, 2, 4)) # Example for illustration only!
dimnames(srs) = list(NULL, NULL, paste("theta[",1:4,"]",sep=""))
diagnostics(srs)