General-purpose MCMC draw saver for R

January 10, 2011

(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.

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