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stats

Evaluate selected statistics of ARWM chain

Syntax

S = stats(pos, theta, logPost, ...)
S = stats(pos, fileName, [], ...)

Input arguments

  • pos [ poster ]

    Posterior simulator object that has generated the theta chain.

  • theta [ numeric ]

    MCMC chain generated by the poster/arwm function.

  • logPost [ numeric ]

    Vector of log posterior densities generated by the arwm function; logPost is not necessary if you do not request mdd, the marginal data density.

  • fileName [ char ]

    File name under which the simulated chain was saved when poster/arwm was run with options saveEvery=' and saveAs=.

Output arguments

  • S [ struct ]

    Struct with the statistics requested by the user.

Options

  • MddGrid=0.1:0.1:0.9 [ numeric ]

    Points between 0 and 1 over which the marginal data density estimates will be averaged, see Geweke (1999).

  • Progress=false [ true | false ]

    Display progress bar in the command window.

Options to Include/Exclude Output Statistics

  • Bounds= [ true | false ]

    Return the lower and upper parameter bounds set up by the user.

  • Chain= [ true | false ]

    Return the entire simulated chains of parameter values.

  • Cov= [ true | false ]

    Return the sample covariance matrix.

  • 'Hist=' [ numeric | empty ]

    Return histogram bins and counts with the specified number of bins.

  • Hpdi= [ false | numeric ]

    Return the highest probability density intervals with the specified percent coverage (e.g. 90% is entered as 90, not 0.90).

  • KsDensity= [ true | false | numeric ]

    Return the x- and y-axis points for kernel-smoothed posterior density; use a numeric value to control the number of points over which the density is computed.

Mdd=true [ true | false ]

Return minus the log marginal data density.

  • Mean=true [ true | false ]

    Return the sample averages.

Median=false [ true | false ]

Return the sample medians.

Mode=false [ true | false ]

Return the sample modes based on histograms.

  • Prctile=[] [ numeric | empty ]

    Return the specified percentiles.

  • Std=true [ true | false ]

    Return the sample std deviations.

Description

Example