R: Probability density function estimate from MCMC output

densplot {coda} | R Documentation

## Probability density function estimate from MCMC output

### Description

Displays a plot of the density estimate for each variable in `x`, calculated by the `density` function. For discrete-valued variables, a histogram is produced.

### Usage

    densplot(x, show.obs = TRUE, bwf,
                    ylim, xlab, ylab = "", type="l", main, right=TRUE, ...)

### Arguments

`x` | An `mcmc` or `mcmc.list` object
`show.obs` | Show observations along the x-axis
`bwf` | Function for calculating the bandwidth. If omitted, the bandwidth is calculate by 1.06 times the minimum of the standard deviation and the interquartile range divided by 1.34 times the sample size to the negative one fifth power
`ylim` | Limits on y axis. See `plot.window`
`xlab` | X-axis label. By default this will show the sample size and the bandwidth used for smoothing. See `plot`
`ylab` | Y-axis label. By default, this is blank. See `plot`
`type` | Plot type. See `plot`
`main` | An overall title for the plot. See `title`
`right` | Logical flag for discrete-valued distributions passed to the `hist` function. See Details

.

`...` | Further graphical parameters

### Details

For discrete-valued distributions, a histogram is produced and values are aggregated using the pretty() function. By default, tick marks appear to the right of the corresponding bar in the histogram and give the inclusive upper limit of the hist (`right=TRUE`). This can be modified by specifying `right=FALSE`. In this case tick marks appear on the left and specify the inclusive lower limit of the bar.

For continous distributions, if a variable is bounded below at 0, or bounded in the interval [0,1], then the data are reflected at the boundary before being passed to the density() function. This allows correct estimation of a non-zero density at the boundary.

### Note

You can call this function directly, but it is more usually called by the `plot.mcmc` function.

### See Also

`density`, `hist`, `plot.mcmc`.

[Package coda version 0.19-1 Index]