Computes summary statistics for the parameters in an MCMC sequence.
boa.stats(link, probs, batch.size)
Matrix whose columns and rows contain the monitored parameters
and the MCMC iterations, respectively. The iteration numbers and parameter
names must be assigned to |
||Vector of probabilities at which to compute the quantiles. Values must be between 0 and 1.|
||Number of iterations to include in each batch when computing batch means and lag-1 batch autocorrelations.|
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.
Brian J. Smith