| Title: | Trace Plots, Density Plots and Chain Comparisons for MCMC Samples |
| Version: | 0.2.7 |
| Description: | Provides methods for examining posterior MCMC samples from a single chain using trace plots and density plots, and from multiple chains by comparing posterior medians and credible intervals from each chain. These plotting functions have a variety of options, such as figure sizes, legends, parameters to plot, and saving plots to file. Functions interface with the NIMBLE software package, see de Valpine, Turek, Paciorek, Anderson-Bergman, Temple Lang and Bodik (2017) <doi:10.1080/10618600.2016.1172487>. |
| Depends: | R (≥ 3.4.0) |
| License: | GPL-3 |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.1.1 |
| NeedsCompilation: | no |
| Packaged: | 2021-11-04 18:44:18 UTC; dturek |
| Author: | Daniel Turek [aut, cre] |
| Maintainer: | Daniel Turek <danielturek@gmail.com> |
| Repository: | CRAN |
| Date/Publication: | 2021-11-04 19:00:02 UTC |
Compare trace plots from multiple MCMC chains
Description
Overlays trace plots from each MCMC chain, for each parameter
Usage
chainsPlot(
samplesList,
var = NULL,
ind = NULL,
burnin = NULL,
scale = FALSE,
line = NULL,
ncols = NULL,
width = 7,
height = NULL,
legend = !is.null(names(samplesList)),
legend.location = "topright",
cex = 1,
traceplot = TRUE,
densityplot = TRUE,
file = NULL
)
Arguments
samplesList |
List of arrays of MCMC samples from different chains |
var |
Parameter names to plot |
ind |
Indices of MCMC samples to plot |
burnin |
Number of initial samples to discard from each MCMC chain (default: 0) |
scale |
Logical, whether to normalize each posterior chain (default: FALSE) |
line |
Numeric vector of true parameter values for adding lines to plots |
ncols |
Number of columns in grid of parameter traceplots or densityplots |
width |
Width of the plot |
height |
Height of the plot |
legend |
Logical, whether to include a legend of chain names |
legend.location |
Legend location |
cex |
Expansion coefficient for text (default: 1) |
traceplot |
Logical, whether to generate posterior trace plots (default: TRUE) |
densityplot |
Logical, whether to generate posterior density plots (default: TRUE) |
file |
Filename for saving figure to a file |
Examples
samples1 <- cbind(rnorm(1000, 1), rgamma(1000, 1), rpois(1000, 1))
colnames(samples1) <- c('alpha', 'beta', 'gamma')
samples2 <- cbind(rnorm(1000, 2), rgamma(1000, 2), rpois(1000, 2))
colnames(samples2) <- c('alpha', 'beta', 'gamma')
samplesList <- list(chain1 = samples1, chain2 = samples2)
chainsPlot(samplesList)
chainsPlot(samplesList, densityplot = FALSE, burnin = 500)
chainsPlot(samplesList, traceplot = FALSE, legend.location = 'topleft', cex = 0.7)
Compare summary statistics from multiple MCMC chains
Description
Plots median and 95
Usage
chainsSummary(
samplesList,
var = NULL,
nrows = NULL,
scale = FALSE,
width = 7,
height = NULL,
legend = !is.null(names(samplesList)),
legend.location = "topright",
jitter,
buffer = NULL,
buffer.right = NULL,
buffer.left = NULL,
cex = 1,
file = NULL
)
Arguments
samplesList |
List of arrays of MCMC samples from different chains |
var |
Parameter names to plot |
nrows |
Number of rows in the resulting plot |
scale |
Logical, whether to normalize each posterior chain |
width |
Width of figure |
height |
Height of figure |
legend |
Logical, whether to include a legend of chain names |
legend.location |
Legend location |
jitter |
Scale factor for spreading out lines from each chain |
buffer |
Buffer margin on both sides. Overrides buffer.right and buffer.left |
buffer.right |
Additional buffer on left side of plot |
buffer.left |
Additional buffer on right side of plot |
cex |
Expansion coefficient for text |
file |
Filename for saving figure to a file |
Examples
samples1 <- cbind(rnorm(1000, 1), rgamma(1000, 1), rpois(1000, 1))
colnames(samples1) <- c('alpha', 'beta', 'gamma')
samples2 <- cbind(rnorm(1000, 2), rgamma(1000, 2), rpois(1000, 2))
colnames(samples2) <- c('alpha', 'beta', 'gamma')
samplesList <- list(chain1 = samples1, chain2 = samples2)
chainsSummary(samplesList, nrow = 1, jitter = .3, buffer.left = .5, buffer.right = .5)
Plot MCMC traceplots and density plots
Description
Plot MCMC traceplots and density plots
Usage
samplesPlot(
samples,
var = colnames(samples),
ind = NULL,
burnin = NULL,
scale = FALSE,
line = NULL,
width = 7,
height = 4,
legend = TRUE,
legend.location = "topright",
traceplot = TRUE,
densityplot = TRUE,
file = NULL
)
Arguments
samples |
Array of MCMC samples, or a list of samples from multiple chains in which case the first chain is used |
var |
Parameter names to plot |
ind |
Indices of MCMC samples to plot |
burnin |
Number of initial MCMC samples to discard (default: 0) |
scale |
Logical, whether to normalize each posterior chain |
line |
Numeric vector of true parameter values for adding lines to plots |
width |
Width of the plot |
height |
Height of the plot |
legend |
Logical, whether to include a legend of parameter names |
legend.location |
Location of legend |
traceplot |
Logical, whether to include traceplots (default: TRUE) |
densityplot |
Logaical, whether to include density plots (default: TRUE) |
file |
Optional filename to save figure as a file |
Examples
samples <- cbind(rnorm(1000), rgamma(1000, 1))
colnames(samples) <- c('alpha', 'beta')
samplesPlot(samples)