boa.stats(boa)R Documentation

Summary Statistics

Description

Computes summary statistics for the parameters in an MCMC sequence.

Usage

boa.stats(link, probs, batch.size)

Arguments

link Matrix whose columns and rows contain the monitored parameters and the MCMC iterations, respectively. The iteration numbers and parameter names must be assigned to dimnames(link).
probs Vector of probabilities at which to compute the quantiles. Values must be between 0 and 1.
batch.size Number of iterations to include in each batch when computing batch means and lag-1 batch autocorrelations.

Value

A matrix whose columns and rows contain the summary statistics (i.e. sample mean, standard deviation, naive standard error, MC error, batch standard error, lag-1 batch autocorrelation, specified quantiles, minimum and maximum iteration numbers, and total iterations in the sample) and the monitored parameters, respectively.

Author(s)

Brian J. Smith

See Also

boa.print.stats


[Package boa version 1.1.5-3 Index]