mcts-class {Umacs}R Documentation

Class ‘mcts’ (“Markov Chain Time Series”)

Description

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 from the Class

Objects can be created using mcts(...)

Slots

chains:
("list")
n.burnin:
("numeric")
n.iter:
("numeric")
n.sims:
("numeric")
save.all:
("logical")
col.names:
("character")
summary:
Object of class "matrix" ~~

Methods

Note

mcts objects can be coerced into random variable (rv) objects using as.rv. See package `rv' for details.

Author(s)

Jouni Kerman <jouni@kerman.com>

References

Kerman, Jouni. Umacs: A Universal Markov Chain Sampler. Technical report, Columbia University, New York.

See Also

Umacs-package for an overview of the Umacs package.

Sampler for how to create a sampler function; see the vignette for details.

Package `rv'.


[Package Umacs version 0.924 Index]