Character vector giving the names of the desired MCMC sequence
in the working session list of sequences.

pname

Character string giving the name of the parameter to be plotted.

bandwidth

Function for computing the bandwidth used in estimating the
density functions for parameters. This should take one argument which is a
numeric vector of data on which density estimation is to be performed. A
constant bandwidth may be specified by having this function return the desired
constant.

window

Character string giving the type of window used in estimating
the density functions for the parameters. Available choices are "cosine",
"gaussian", "rectangular", or "triangular".

annotate

Logical value indicating that a legend be included in the plot.

Value

A logical value indicating that the plot was successfully created.