summary.XDNUTS {XDNUTS} | R Documentation |
Function to print the summary of an XDNUTS model.
## S3 method for class 'XDNUTS'
summary(
object,
...,
q.val = c(0.05, 0.25, 0.5, 0.75, 0.95),
which = NULL,
which_chains = NULL,
digits = 5
)
object |
an object of class |
... |
additional arguments to customize the summary. |
q.val |
desired quantiles of the posterior distribution for each coordinate.
Default values are |
which |
either a numerical vector indicating the index of the parameters of interest or a string
where both |
which_chains |
a numerical vector indicating the index of the chains of interest. |
digits |
number of digits in the summary table. |
a list containing a data frame named stats
with the following columns:
the mean of the posterior distribution.
the standard deviation of the posterior distribution.
the desired quantiles of the posterior distribution.
the Effective Sample Size for each marginal distribution.
the Potential Scale Reduction Factor of Gelman (Gelman and Rubin 1992), only if multiple chains are available.
the upper confidence interval for the latter, only if multiple chains are available.
Other quantities returned are:
the value of the multivariate Potential Scale Reduction Factor test (Gelman and Rubin 1992).
the value of the empirical Bayesian Fraction of Information Criteria (Betancourt 2016). A value below 0.2 indicates a bad random walk behavior in the energy Markov Chain, mostly due to a suboptimal specification of the momentum parameters probability density.
Betancourt M (2016).
“Diagnosing suboptimal cotangent disintegrations in Hamiltonian Monte Carlo.”
arXiv preprint arXiv:1604.00695.
Gelman A, Rubin DB (1992).
“Inference from iterative simulation using multiple sequences.”
Statistical science, 7(4), 457–472.