mcmcOutput

An efficient format for storing Monte Carlo chains in R.

R interfaces for JAGS, WinBUGS and OpenBUGS have a variety of formats for storing the MCMC chains produced. Many store more than one copy of the chains in different formats as each has its pros and cons. For example, R2WinBUGS output includes a 3-d array, a matrix and a sims.list; jagsUIoutput has two different lists.

The mcmcOutput class stores a single copy of the MCMC values, with customised extractor functions which allow it to behave as a data frame, a matrix, a 3-d array, or a sims.list.

A range of constructor methods are provided covering common output formats, and window, print, plot, and summary methods are available.

The summary and diagPlot functions allow the user to select the diagnostic statistics to display.

The wiqid and saveJAGS packages now Depend on mcmcOutput for the processing of MCMC output.

For more information see here.