MCMC Methods and Functions

fgwieland edited this page Jun 13, 2018 · 1 revision

MCMC Methods and Functions

MCMC functions are stored in folder .../arFramework3/MCMC/

They include:

  • arMC3 - MCMC sampler with covariance adaptation and exchange methods for multiple chains. The corresponding options are stored in ar.mc3

  • arPlotMCMCChains - Plot MCMC Chains

  • arPlotMarginalized - Plot MCMC histograms

  • arPlotPLEComparisonToMCMC - Plot MCMC histograms and ple runs together to compare histograms to profiles. Please ple profiles before running this function.

  • arPlotCorrelations - Plot 2D correlation structure of parameters including histograms

  • arGeweke - Run Geweke convergence test on parameter sample

  • arGewekePlot - Plot results of successive Geweke tests using different fractions of chain

  • arGelmanRubinBrooks - Run Gelman Rubin Brooks convergence/similarity test on two parameter samples (runs)

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