mcts-class {Umacs} | R Documentation |
mcts = "Markov Chain Time Series"; a wrapper for holding
matrix of simulation of MCMC chains along with relevant information.
Umacs returns simulations in the form of mcts
objects.
Objects can be created using mcts(...)
chains
:"list"
) n.burnin
:"numeric"
) n.iter
:"numeric"
) n.sims
:"numeric"
) save.all
:"logical"
) col.names
:"character"
) summary
:"matrix"
~~
mcts
objects can be coerced into random variable (rv) objects using
as.rv
. See package `rv' for details.
Jouni Kerman <jouni@kerman.com>
Kerman, Jouni. Umacs: A Universal Markov Chain Sampler. Technical report, Columbia University, New York.
Umacs-package
for an overview of the Umacs package.
Sampler
for how to create a sampler function; see the vignette for details.
Package `rv'.