[R] Fwd: Converting a matrix to an mcmc object

[Uwe Ligges]

If you have a matrix X and you want an mcmc.list object for 3 chains:

as.mcmc.list(lapply(as.data.frame(X), mcmc))

is one way.

Best,
Uwe Ligges


On 02.12.2015 03:47, Margaret Donald wrote:
> ---------- Forwarded message ----------
> From: Margaret Donald <merricks.merricks at gmail.com>
> Date: 1 December 2015 at 23:09
> Subject: Re: [R] Converting a matrix to an mcmc object
> To: Jim Lemon <drjimlemon at gmail.com>
>
>
> Thanks, Jim.  It may well do, but I am struggling to see how to coerce a
> matrix into three chains... I could reprogram the whole show run it in
> WinBUGS or OpenBUGS and process the coda, but I would prefer not to.
>
> Regards,
> Margaret.
>
> On 30 November 2015 at 17:31, Jim Lemon <drjimlemon at gmail.com> wrote:
>
>> Hi Margaret,
>> Doesn't the "mcmc" function in the "coda" package create an mcmc object
>> from a matrix?
>>
>> Jim
>>
>>
>> On Mon, Nov 30, 2015 at 9:44 AM, Margaret Donald <
>> merricks.merricks at gmail.com> wrote:
>>
>>> Dear List,
>>>
>>> I am using R2jags and post process some mcmc objects to produce a new
>>> object, which is currently a matrix, which replicates the shape of the
>>> objects from which it is derived.
>>>
>>> I want to produce a Gelman-Rubin graph from its (implied) three chains,
>>> but
>>> I need to coerce the matrix into an mcmc object if I am to use gelman.plot
>>> or gelman.diag from the R-package "coda".
>>>
>>> (The various mcmc functions in "coda" seem to work in the other
>>> direction.....)
>>>
>>> Regards,
>>> Margaret Donald
>>>
>>>
>>>
>>> --
>>> Margaret Donald
>>> Post Doctoral researcher
>>> University of New South Wales
>>> margaret.donald at unsw.edu.au
>>> 0405 834 550
>>>
>>>          [[alternative HTML version deleted]]
>>>
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>>
>>
>
>