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
thetachain. -
theta[ numeric ]MCMC chain generated by the
poster/arwmfunction. -
logPost[ numeric ]Vector of log posterior densities generated by the
arwmfunction;logPostis not necessary if you do not requestmdd, the marginal data density. -
fileName[ char ]File name under which the simulated chain was saved when
poster/arwmwas run with optionssaveEvery=' andsaveAs=.
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, not0.90). -
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.