IRIS Toolbox Reference Manual

## stats

Evaluate selected statistics of ARWM chain

#### Syntax

    S = stats(Pos,Theta,...)
    S = stats(Pos,Theta,LogPost,...)
    S = stats(Pos,FName,...)

#### Input arguments

- `Pos` [ poster ] - Posterior simulator object that has generated the `Theta` chain.

- `Theta` [ numeric ] - MCMC chain generated by the `poster/arwm` function.

- `LogPost` [ numeric ] - Vector of log posterior densities generated by the `arwm` function; `LogPost` is not necessary if you do not request `'mdd'`, the marginal data density.

- `FName` [ char ] - File name under which the simulated chain was saved when `poster/arwm` was run with options `saveEvery=`' and `'saveAs='`.

#### Output arguments

- `S` [ struct ] - Struct with the statistics requested by the user.

#### Options

- `'estTime='` [ `true` | `false` ] - Display and update the estimated time to go in the command window.

- `'mddGrid='` [ numeric | `0.1:0.1:0.9` ] - Points between 0 and 1 over which the marginal data density estimates will be averaged, see Geweke (1999).

- `'progress='` [ `true` | `false` ] - Display progress bar in the command window.

#### Options to include/exclude output statistics

- `'bounds='` [ `true` | `false` ] - Include in `S` the lower and upper parameter bounds set up by the user.

- `'chain='` [ `true` | `false` ] - Include in `S` the entire simulated chains of parameter values.

- `'cov='` [ `true` | `false` ] - Include in `S` the sample covariance matrix.

- '`hist=`' [ numeric | empty ] - Include in `S` histogram bins and counts with the specified number of bins.

- `'hpdi='` [ `false` | numeric ] - Include in `S` the highest probability density intervals with the specified coverage.

- `'ksdensity='` [ `true` | `false` | numeric ] - Include in `S` the x- and y-axis points for kernel-smoothed posterior density; use a numeric value to control the number of points over which the density is computed.

- `'mdd='` [ `true` | `false` ] - Include in `S` minus the log marginal data density.

- `'mean='` [ `true` | `false` ] - Include in `S` the sample averages.

- `'median='` [ `true` | `false` ] - Include in `S` the sample medians.

- `'mode='` [ `true` | `false` ] - Include in `S` the sample modes based on histograms.

- `'prctile='` [ numeric | empty ] - Include in `S` the specified percentiles.

- `'std='` [ `true` | `false` ] - Include in `S` the sample std deviations.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.