| Title: | Trace Plots, Density Plots and Chain Comparisons for MCMC Samples |
|---|---|
| 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>. |
| Authors: | Daniel Turek [aut, cre] |
| Maintainer: | Daniel Turek <[email protected]> |
| License: | GPL-3 |
| Version: | 0.2.7 |
| Built: | 2024-11-21 05:04:54 UTC |
| Source: | https://github.com/cran/basicMCMCplots |
Overlays trace plots from each MCMC chain, for each parameter
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 )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 )
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 |
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)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)
Plots median and 95
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 )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 )
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 |
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)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
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 )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 )
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 |
samples <- cbind(rnorm(1000), rgamma(1000, 1)) colnames(samples) <- c('alpha', 'beta') samplesPlot(samples)samples <- cbind(rnorm(1000), rgamma(1000, 1)) colnames(samples) <- c('alpha', 'beta') samplesPlot(samples)