General-purpose MCMC draw saver for R

January 10, 2011
By

(This article was first published on [the] joint posterior distribution, and kindly contributed to R-bloggers)

If you do MCMC with R, you probably know how nasty "bookkeeping" of draws can be. So I quickly coded up a small function which does everything for you. Every parameter has to begin with "mcmc_" or another to-be-defined string, then just run mcmcsave( ITERATION , # ITERATIONS).

I also though about using lists. However, since this code actually costs speed I guess it's for quick shots only anyway.


To leave a comment for the author, please follow the link and comment on his blog: [the] joint posterior distribution.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.