bssm: summary.mcmc_output – R documentation

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summary.mcmc_output

Summary of MCMC object

Description

This functions returns a list containing mean, standard deviations, standard errors, and effective sample size estimates for parameters and states.

Usage

## S3 method for class 'mcmc_output'
summary(object, return_se = FALSE, variable = "theta", only_theta = FALSE, ...)

Arguments

`object`	Output from `run_mcmc`
`return_se`	if `FALSE` (default), computation of standard errors and effective sample sizes is omitted.
`variable`	Are the summary statistics computed for either `"theta"` (default), `"states"`, or `"both"`?
`only_theta`	Deprecated. If `TRUE`, summaries are computed only for hyperparameters theta.
`...`	Ignored.

Details

For IS-MCMC two types of standard errors are reported. SE-IS can be regarded as the square root of independent IS variance, whereas SE corresponds to the square root of total asymptotic variance ( see Remark 3 of Vihola et al. (2020)).

References

Vihola, M, Helske, J, Franks, J. Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo. Scand J Statist. 2020; 1– 38. https://doi.org/10.1111/sjos.12492

bssm

Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

v1.1.4

GPL (>= 2)

Authors

Jouni Helske [aut, cre] (<https://orcid.org/0000-0001-7130-793X>), Matti Vihola [aut] (<https://orcid.org/0000-0002-8041-7222>)

Initial release

2021-04-13