The function mcmc is used to create a Markov Chain Monte Carlo object. The input data are taken to be a vector, or a matrix with one column per variable.

If the optional arguments start, end, and thin are omitted then the chain is assumed to start with iteration 1 and have thinning interval 1. If data represents a chain that starts at a later iteration, the first iteration in the chain should be given as the start argument. Likewise, if data represents a chain that has already been thinned, the thinning interval should be given as the thin argument.

An mcmc object may be summarized by the summary function and visualized with the plot function.

MCMC objects resemble time series (ts) objects and have methods for the generic functions time, start, end, frequency and window.

# S3 method for class 'mcmcr'
as.mcmc(x, ...)

Arguments

x

An object that may be coerced to an mcmc object

...

Further arguments to be passed to specific methods

Note

The format of the mcmc class has changed between coda version 0.3 and 0.4. Older mcmc objects will now cause is.mcmc to fail with an appropriate warning message. Obsolete mcmc objects can be upgraded with the mcmcUpgrade function.

Author

Martyn Plummer