Generic functions for mcmcse package

mcmcseGenerics.R

## Monte Carlo Standard Error
## @export
setGeneric("mcse", function(x, ...) {
    ret <- mcmcse::mcse(x, ...)
    ifelse(is.na(ret), c(est=NA, se=NA), unlist(ret))
})

setMethod("mcse", "matrix", function(x, ...) {
    t(apply(x, 2, mcse, ...))
})
setMethod("mcse", "array",
          function(x, MARGIN=seq_along(dim(x))[-1], ...)
      {
          apply(x, MARGIN, mcse_q)
      })
setMethod("mcse", "mcmc.list", function(x, ...) {
    lapply(x, mcse, ...)
})
setMethod("mcse", "list", function(x, ...) {
    lapply(x, mcse, ...)
})


## Monte Carlo standard error for Quantiles
## @export
setGeneric("mcseq", function(x, ...) {
    ret <- mcmcse::mcse.q(x, ...)
    ifelse(is.na(ret), c(est=NA, se=NA), unlist(ret))
})
setMethod("mcseq", "matrix", function(x, ...) {
    t(apply(x, 2, mcseq, ...))
})
setMethod("mcseq", "array",
          function(x, MARGIN=seq_along(dim(x))[-1], ...)
      {
          apply(x, MARGIN, mcseq)
      })
setMethod("mcseq", "mcmc", function(x, ...) {
    mcseq(as.matrix(x), ...)
})
setMethod("mcseq", "mcmc.list", function(x, ...) {
    lapply(x, mcseq, ...)
})
setMethod("mcseq", "list", function(x, ...) {
    lapply(x, mcseq, ...)
})

## Effective Sample Size (ESS)
## @export
setGeneric("ess", function(x, ...) {
    mcmcse::ess(x, ...)
})
setMethod("ess", "matrix", function(x, ...) {
    t(apply(x, 2, ess, ...))
})
setMethod("ess", "array",
          function(x, MARGIN=seq_along(dim(x))[-1], ...)
      {
          apply(x, MARGIN, ess, ...)
      })
setMethod("ess", "mcmc", function(x, ...) {
    ess(as.matrix(x), ...)
})
setMethod("ess", "mcmc.list", function(x, ...) {
    lapply(x, ess, ...)
})
setMethod("ess", "list", function(x, ...) {
    lapply(x, ess, ...)
})

Generic functions wrapping mcse, mcse.q, and ess from the R package mcmcse.