mcmc_summary {sectorgap} | R Documentation |
MCMC summary statistics
Description
Computes MCMC summary statistics.
Usage
mcmc_summary(x, HPDIprob, frac1 = 0.1, frac2 = 0.5)
Arguments
x |
|
HPDIprob |
Tprobability mass of the HPDI, a scalar between zero and one |
frac1 |
probability mass of the first interval used for the Geweke test, a scalar between zero and one |
frac2 |
probability mass of the second interval used for the Geweke test, a scalar between zero and one |
Details
Naturally, frac1 + frac2
is between zero and one.
Value
A data frame with the following columns
- Mean
The posterior mean.
- Median
The posterior median.
- SD
Standard deviation.
- HPDI-LB
Highest posterior density credible interval lower bound
- HPDI-UB
Highest posterior density credible interval upper bound
- Naive SE
Naive Standard error of the mean (ignoring chain autocorrelation.
- Time-series SE
Time-series standard error (based on spectral density at 0).
- Geweke statistic
The Geweke test statistic.
- frac1
The fraction of data contained in the first interval.
- frac2
The fraction of data contained in the second interval.