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r - 如何从 mcmc.list 对象获取平均值?

转载 作者:行者123 更新时间:2023-12-03 00:04:03 25 4
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output = RBUgsfit(..., coda=T, ...) 输出一个 mcmc.list 对象,其中包含四个参数的后验分布样本及其样本后验均值。使用 summary() 我可以看到样本后验均值,但我想知道如何将样本后验均值从 output 检索到程序中的变量中?谢谢!

> summary(output)

Iterations = 201:3396
Thinning interval = 5
Number of chains = 2
Sample size per chain = 640

1. Empirical mean and standard deviation for each variable,
plus standard error of the mean:

Mean SD Naive SE Time-series SE
beta 1.052e+00 3.189e-02 8.914e-04 9.185e-04
df 3.849e+00 2.916e-01 8.150e-03 1.516e-02
sigma 1.056e-02 2.504e-04 6.998e-06 1.000e-05
tau 8.990e+03 4.273e+02 1.194e+01 1.710e+01

2. Quantiles for each variable:

2.5% 25% 50% 75% 97.5%
beta 9.891e-01 1.032e+00 1.052e+00 1.073e+00 1.113e+00
df 3.304e+00 3.650e+00 3.836e+00 4.042e+00 4.450e+00
sigma 1.004e-02 1.039e-02 1.055e-02 1.072e-02 1.105e-02
tau 8.197e+03 8.700e+03 8.977e+03 9.263e+03 9.917e+03

> str(output)
List of 2
$ : mcmc [1:640, 1:4] 1.1 1.03 1.05 1.12 1.07 ...
..- attr(*, "dimnames")=List of 2
.. ..$ : NULL
.. ..$ : chr [1:4] "beta" "df" "sigma" "tau"
..- attr(*, "mcpar")= num [1:3] 201 3396 5
$ : mcmc [1:640, 1:4] 1.03 1.04 1.06 1.06 1.07 ...
..- attr(*, "dimnames")=List of 2
.. ..$ : NULL
.. ..$ : chr [1:4] "beta" "df" "sigma" "tau"
..- attr(*, "mcpar")= num [1:3] 201 3396 5
- attr(*, "class")= chr "mcmc.list"

最佳答案

我通常使用两种方式:

1) 使用摘要(假设输出属于 mcmc.list 类):

s <- summary(output)
m <- s$statistics[,"Mean"]

2)自己做:

mt <- as.matrix(output)
m <- apply(mt, 2, mean)

关于r - 如何从 mcmc.list 对象获取平均值?,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/22260842/

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