MCMC Result

MCMC Result

MCMC Result

Details

R6 class containing posterior samples from mcmc(). Access samples via the accessor methods below.

Methods

Public methods

• MdgmResult$new()

• MdgmResult$z()

• MdgmResult$psi()

• MdgmResult$emission_params()

• MdgmResult$dag()

• MdgmResult$edge_inclusion_probs()

• MdgmResult$acceptance_rates()

• MdgmResult$diagnostics()

• MdgmResult$summary()

• MdgmResult$plot()

---

Method new()

Create a new MdgmResult. Use mcmc() instead.

Usage

MdgmResult$new(raw, emission_type = NULL, nug = NULL)

Arguments

raw

List of raw MCMC output from C++.

emission_type

Character string or NULL.

nug

A NaturalUndirectedGraph or NULL.

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Method z()

Get the latent field samples.

Usage

MdgmResult$z(iteration = NULL)

Arguments

iteration

Optional integer iteration to extract (1-indexed). If NULL, returns the full n x J matrix.

Returns

Integer matrix (n x J) or integer vector (length n).

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Method psi()

Get the psi (dependence parameter) samples.

Usage

MdgmResult$psi()

Returns

Numeric vector of length J.

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Method emission_params()

Get the emission parameters.

Usage

MdgmResult$emission_params(iteration = NULL)

Arguments

iteration

Optional integer iteration to extract (1-indexed).

Returns

Named list appropriate to emission type, or NULL for standalone models.

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Method dag()

Get the DAG parent vector samples.

Usage

MdgmResult$dag(iteration = NULL)

Arguments

iteration

Optional integer iteration to extract (1-indexed). If NULL, returns the full n x J matrix.

Returns

Integer matrix (n x J) or integer vector (length n). Values are 1-indexed parent vertex IDs; NA indicates a root.

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Method edge_inclusion_probs()

Compute edge inclusion probabilities.

Usage

MdgmResult$edge_inclusion_probs(nug = NULL, burnin = 0L)

Arguments

nug

A NaturalUndirectedGraph object. If NULL, uses the graph stored at construction time.

burnin

Number of initial iterations to discard (default 0).

Returns

A data frame with columns vertex1, vertex2, and prob.

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Method acceptance_rates()

Get acceptance rates for MH steps.

Usage

MdgmResult$acceptance_rates()

Returns

A named numeric vector with psi and graph rates.

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Method diagnostics()

Compute MCMC diagnostics.

Usage

MdgmResult$diagnostics(burnin = 0L)

Arguments

burnin

Number of initial iterations to discard (default 0).

Returns

A named list with rhat and ess (effective sample size) for psi and emission parameters.

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Method summary()

Print a summary of the MCMC results.

Usage

MdgmResult$summary(burnin = 0L)

Arguments

burnin

Number of initial iterations to discard (default 0).

Returns

Invisible named list with summary statistics.

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Method plot()

Plot MCMC trace plots and diagnostics.

Usage

MdgmResult$plot(burnin = 0L, which = "trace")

Arguments

burnin

Number of initial iterations to discard (default 0).

which

Character vector of what to plot: "trace" for trace plots of psi and emission params, "edge_inclusion" for edge inclusion probabilities (requires stored graph and igraph), "posterior_field" for posterior mode of the latent field (requires stored graph).

Returns

Invisible list of ggplot/igraph plot objects.