mcmc2 {MCMCpack}R Documentation

Create Markov Chain Monte Carlo Objects

Description

The function mcmc2 is used to create a Markov chain Monte Carlo object. The data are taken to be a vector, or a matrix with one column per variable. This works slightly differently than the coda function to make more efficient use of memory.

An mcmc object may be summarized by the summary function and visualized with the plot function.

MCMC objects resemble time series (ts) objects and have methods for the generic functions time, start, end, frequency, and window.

Usage

mcmc2(data= NA, start = 1, end = numeric(0), thin = 1)

Arguments

data A vector or matrix of MCMC output.
start The iteration number of the first observation.
end The iteration number of the last observation.
thin The thinning interval between consecutive observations.

Note

The format of the mcmc class has changed between coda version 0.3 and 0.4. Older mcmc objects will now cause is.mcmc to fail with an appropriate warning message. Obsolete mcmc objects can be upgraded with the mcmcUpgrade function, which is part of the coda package.

Author(s)

Martyn Plummer (slightly modified by Kevin Quinn)

See Also

mcmc2dataframe


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