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.