Calculates all diagnostic functions in the samplr package for a given chain. Optionally, plots them.
calc_all(
chain,
plot = TRUE,
max_freq = 0.1,
filter_freq = TRUE,
acf.alpha = 0.05,
acf.lag.max = 100
)Arguments
- chain
Vector of n length, where n is the number of trials or sampler iterations
- plot
Boolean. Whether to additionally plot the diagnostics.
- max_freq, filter_freq
Additional parameters to calc_PSD.
- acf.alpha, acf.lag.max
Additional parameters to calc_autocorr.
Value
A list with all diagnostic calculations (a list of lists); and optionally a grid of plots.
Examples
set.seed(1)
chain1 <- sampler_mh(1, "norm", c(0,1), diag(1))
diagnostics <- calc_all(chain1[[1]])
names(diagnostics)
#> [1] "value_qqplot" "change_qqplot" "value_autocorr" "change_autocorr"
#> [5] "levy" "PSD" "sigma_scaling"