Convert MCMC Output to List of Chains for Visualization

Converts the output of a multi-chain MCMC run into a coda::mcmc.list object, separating chains for easier visualization and diagnostics (e.g., trace plots or Gelman-Rubin diagnostics).

Usage

plot_chains(mcmc_run)

Arguments

mcmc_run

An object returned by mcstate::pmcmc(), containing posterior samples and a chain column indicating chain IDs.

Value

An mcmc.list object (from the coda package), where each element is an individual chain converted to an mcmc object.

Details

This function assumes that mcmc_run$pars contains the posterior samples and that there is a chain vector in mcmc_run$chain specifying the chain each row belongs to.