Append MCMC chains (objects of class coda::mcmc)

Combines two or more MCMC runs into a single run. If runs have multiple chains, it will check that all have the same number of chains, and it will join chains using the rbind function.

append_chains(...)

Arguments

...

A list of mcmc or mcmc.list class objects.

Value

If mcmc.list, an object of class mcmc.list, otherwise, an object of class mcmc.

Examples

# Appending two chains
data("lifeexpect")
logpost <- function(p) {
  sum(with(lifeexpect, dnorm(
    age - p[1] - smoke * p[2] - female * p[3],
    sd = p[4], log = TRUE)
  ))
}

# Using the RAM kernel
kern <- kernel_ram(lb = c(-100, -100, -100, .00001))

init <- c(
  avg_age = 70,
  smoke   = 0,
  female  = 0,
  sd      = 1
)

ans0 <- MCMC(initial = init, fun = logpost, nsteps = 1000, seed = 22, kernel = kern)
ans1 <- MCMC(initial = ans0, fun = logpost, nsteps = 2000, seed = 55, kernel = kern)
ans2 <- MCMC(initial = ans1, fun = logpost, nsteps = 2000, seed = 1155, kernel = kern)
ans_tot <- append_chains(ans0, ans1, ans2)

# Looking at the posterior distributions (see ?lifeexpect for info about
# the model). Only the trace
op <- par(mfrow = c(2,2))
for (i in 1:4)
  coda::traceplot(ans_tot[, i, drop=FALSE])

par(op)