如何在BRugs中找到後驗模式

Question

我想使用R包「BRugs」來實現Gibbs採樣器，但是生成摘要後驗統計的函數（如samplesStats（））僅返回平均值和中位數。是否有可能提取後驗模式？

Answer 1

的samplesSample功能會給你充分MCMC，說明，使用在BRugs幫助文件的例子...

### Step by step example: ### 
library("BRugs") # loading BRugs 

## Prepare the example files in a temporary directory 
exfiles <- dir(options()$OpenBUGSExamples, pattern="^Rats.*txt$", full.names=TRUE) 
ok <- file.copy(exfiles, tempdir()) 

## Now setting the working directory to the temporary one: 
oldwd <- setwd(tempdir()) 

## some usual steps (like clicking in WinBUGS): 
modelCheck("Ratsmodel.txt")   # check model file 
modelData("Ratsdata.txt")   # read data file 
modelCompile(numChains=2)   # compile model with 2 chains 
modelInits(rep("Ratsinits.txt", 2)) # read init data file 
modelUpdate(1000)     # burn in 
samplesSet(c("alpha0", "alpha"))  # alpha0 and alpha should be monitored 
modelUpdate(1000)     # 1000 more iterations .... 

一個可以提取樣品MCMC的說alpha節點，並做無論你通過與它一樣，

alpha0<-samplesSample("alpha0") 
hist(alpha0)