S = stats(Pos,Theta,...)
S = stats(Pos,Theta,LogPost,...)
S = stats(Pos,FName,...)
Pos [ poster ] - Posterior simulator object that has generated the Theta chain.
Theta [ numeric ] - MCMC chain generated by the poster/arwm function.
LogPost [ numeric ] - Vector of log posterior densities generated by the arwm function; LogPost is not necessary if you do not request 'mdd', the marginal data density.
FName [ char ] - File name under which the simulated chain was saved when poster/arwm was run with options saveEvery=' and 'saveAs='.
S [ struct ] - Struct with the statistics requested by the user.'estTime=' [ true | false ] - Display and update the estimated time to go in the command window.
'mddGrid=' [ numeric | 0.1:0.1:0.9 ] - Points between 0 and 1 over which the marginal data density estimates will be averaged, see Geweke (1999).
'progress=' [ true | false ] - Display progress bar in the command window.
'bounds=' [ true | false ] - Include in S the lower and upper parameter bounds set up by the user.
'chain=' [ true | false ] - Include in S the entire simulated chains of parameter values.
'cov=' [ true | false ] - Include in S the sample covariance matrix.
'hist=' [ numeric | empty ] - Include in S histogram bins and counts with the specified number of bins.
'hpdi=' [ false | numeric ] - Include in S the highest probability density intervals with the specified percent coverage (e.g. 90% is entered as 90, not 0.90).
'ksdensity=' [ true | false | numeric ] - Include in S the x- and y-axis points for kernel-smoothed posterior density; use a numeric value to control the number of points over which the density is computed.
'mdd=' [ true | false ] - Include in S minus the log marginal data density.
'mean=' [ true | false ] - Include in S the sample averages.
'median=' [ true | false ] - Include in S the sample medians.
'mode=' [ true | false ] - Include in S the sample modes based on histograms.
'prctile=' [ numeric | empty ] - Include in S the specified percentiles.
'std=' [ true | false ] - Include in S the sample std deviations.