StatsPlots.jl

MCMCChains implements many functions for plotting via StatsPlots.jl.

Simple example

The following simple example illustrates how to use Chain to visually summarize a MCMC simulation:

using MCMCChains
using StatsPlots

# Define the experiment
n_iter = 100
n_name = 3
n_chain = 2

# experiment results
val = randn(n_iter, n_name, n_chain) .+ [1, 2, 3]'
val = hcat(val, rand(1:2, n_iter, 1, n_chain))

# construct a Chains object
chn = Chains(val, [:A, :B, :C, :D])

# visualize the MCMC simulation results
plot(chn; size=(840, 600))

Default plot for Chains

plot(chn, colordim = :parameter; size=(840, 400))

Note that the plot function takes the additional arguments described in the Plots.jl package.

Mixed density

plot(chn, seriestype = :mixeddensity)

Or, for all seriestypes, use the alternative shorthand syntax:

mixeddensity(chn)

Trace

plot(chn, seriestype = :traceplot)

traceplot(chn)

Running average

meanplot(chn)

Density

density(chn)

Histogram

histogram(chn)

Autocorrelation

autocorplot(chn)

Corner

corner(chn)

For plotting multiple parameters, ridgeline, forest and caterpillar plots can be useful.

Ridgeline

ridgelineplot(chn, [:C, :B, :A])

Forest

forestplot(chn, [:C, :B, :A], hpd_val = [0.05, 0.15, 0.25])

Caterpillar

forestplot(chn, chn.name_map[:parameters], hpd_val = [0.05, 0.15, 0.25], ordered = true)

API

MCMCChains.ridgelineplot — Function

ridgelineplot(chains::Chains[, params::Vector{Symbol}]; kwargs...)

Generate a ridgeline plot for the samples of the parameters params in chains.

By default, all parameters are plotted.

Keyword arguments

The following options are available:

fill_q (default: false) and fill_hpd (default: true): Fill the area below the curve in the quantiles interval (fill_q = true) or the highest posterior density (HPD) interval (fill_hpd = true). If both fill_q = false and fill_hpd = false, then the whole area below the curve is filled. If no fill color is desired, it should be specified with series attributes. These options are mutually exclusive.
show_mean (default: true) and show_median (default: true): Plot a vertical line of the mean (show_mean = true) or median (show_median = true) of the posterior density estimate. If both options are set to true, both lines are plotted.
show_qi (default: false) and show_hpdi (default: true): Plot a quantile interval (show_qi = true) or the largest HPD interval (show_hpdi = true) at the bottom of each density plot. These options are mutually exclusive.
q (default: [0.1, 0.9]): The two quantiles used for plotting if fill_q = true or show_qi = true.
hpd_val (default: [0.05, 0.2]): The complementary probability mass(es) of the highest posterior density intervals that are plotted if fill_hpd = true or show_hpdi = true.

Note

If a single parameter is provided, the generated plot is a density plot with all the elements described above.

source

MCMCChains.ridgelineplot! — Function

ridgelineplot(chains::Chains[, params::Vector{Symbol}]; kwargs...)

Generate a ridgeline plot for the samples of the parameters params in chains.

By default, all parameters are plotted.

Keyword arguments

The following options are available:

fill_q (default: false) and fill_hpd (default: true): Fill the area below the curve in the quantiles interval (fill_q = true) or the highest posterior density (HPD) interval (fill_hpd = true). If both fill_q = false and fill_hpd = false, then the whole area below the curve is filled. If no fill color is desired, it should be specified with series attributes. These options are mutually exclusive.
show_mean (default: true) and show_median (default: true): Plot a vertical line of the mean (show_mean = true) or median (show_median = true) of the posterior density estimate. If both options are set to true, both lines are plotted.
show_qi (default: false) and show_hpdi (default: true): Plot a quantile interval (show_qi = true) or the largest HPD interval (show_hpdi = true) at the bottom of each density plot. These options are mutually exclusive.
q (default: [0.1, 0.9]): The two quantiles used for plotting if fill_q = true or show_qi = true.
hpd_val (default: [0.05, 0.2]): The complementary probability mass(es) of the highest posterior density intervals that are plotted if fill_hpd = true or show_hpdi = true.

Note

If a single parameter is provided, the generated plot is a density plot with all the elements described above.

source

ridgelineplot(chains::Chains[, params::Vector{Symbol}]; kwargs...)

Generate a ridgeline plot for the samples of the parameters params in chains.

By default, all parameters are plotted.

Keyword arguments

The following options are available:

fill_q (default: false) and fill_hpd (default: true): Fill the area below the curve in the quantiles interval (fill_q = true) or the highest posterior density (HPD) interval (fill_hpd = true). If both fill_q = false and fill_hpd = false, then the whole area below the curve is filled. If no fill color is desired, it should be specified with series attributes. These options are mutually exclusive.
show_mean (default: true) and show_median (default: true): Plot a vertical line of the mean (show_mean = true) or median (show_median = true) of the posterior density estimate. If both options are set to true, both lines are plotted.
show_qi (default: false) and show_hpdi (default: true): Plot a quantile interval (show_qi = true) or the largest HPD interval (show_hpdi = true) at the bottom of each density plot. These options are mutually exclusive.
q (default: [0.1, 0.9]): The two quantiles used for plotting if fill_q = true or show_qi = true.
hpd_val (default: [0.05, 0.2]): The complementary probability mass(es) of the highest posterior density intervals that are plotted if fill_hpd = true or show_hpdi = true.

Note

If a single parameter is provided, the generated plot is a density plot with all the elements described above.

source

MCMCChains.forestplot — Function

forestplot(chains::Chains[, params::Vector{Symbol}]; kwargs...)

Generate a forest or caterpillar plot for the samples of the parameters params in chains.

By default, all parameters are plotted.

Keyword arguments

ordered (default: false): If ordered = false, a forest plot is generated. If ordered = true, a caterpillar plot is generated.
fill_q (default: false) and fill_hpd (default: true): Fill the area below the curve in the quantiles interval (fill_q = true) or the highest posterior density (HPD) interval (fill_hpd = true). If both fill_q = false and fill_hpd = false, then the whole area below the curve is filled. If no fill color is desired, it should be specified with series attributes. These options are mutually exclusive.
show_mean (default: true) and show_median (default: true): Plot a vertical line of the mean (show_mean = true) or median (show_median = true) of the posterior density estimate. If both options are set to true, both lines are plotted.
show_qi (default: false) and show_hpdi (default: true): Plot a quantile interval (show_qi = true) or the largest HPD interval (show_hpdi = true) at the bottom of each density plot. These options are mutually exclusive.
q (default: [0.1, 0.9]): The two quantiles used for plotting if fill_q = true or show_qi = true.
hpd_val (default: [0.05, 0.2]): The complementary probability mass(es) of the highest posterior density intervals that are plotted if fill_hpd = true or show_hpdi = true.

source

MCMCChains.forestplot! — Function

forestplot(chains::Chains[, params::Vector{Symbol}]; kwargs...)

Generate a forest or caterpillar plot for the samples of the parameters params in chains.

By default, all parameters are plotted.

Keyword arguments

ordered (default: false): If ordered = false, a forest plot is generated. If ordered = true, a caterpillar plot is generated.
fill_q (default: false) and fill_hpd (default: true): Fill the area below the curve in the quantiles interval (fill_q = true) or the highest posterior density (HPD) interval (fill_hpd = true). If both fill_q = false and fill_hpd = false, then the whole area below the curve is filled. If no fill color is desired, it should be specified with series attributes. These options are mutually exclusive.
show_mean (default: true) and show_median (default: true): Plot a vertical line of the mean (show_mean = true) or median (show_median = true) of the posterior density estimate. If both options are set to true, both lines are plotted.
show_qi (default: false) and show_hpdi (default: true): Plot a quantile interval (show_qi = true) or the largest HPD interval (show_hpdi = true) at the bottom of each density plot. These options are mutually exclusive.
q (default: [0.1, 0.9]): The two quantiles used for plotting if fill_q = true or show_qi = true.
hpd_val (default: [0.05, 0.2]): The complementary probability mass(es) of the highest posterior density intervals that are plotted if fill_hpd = true or show_hpdi = true.

source

forestplot(chains::Chains[, params::Vector{Symbol}]; kwargs...)

Generate a forest or caterpillar plot for the samples of the parameters params in chains.

By default, all parameters are plotted.

Keyword arguments

ordered (default: false): If ordered = false, a forest plot is generated. If ordered = true, a caterpillar plot is generated.
fill_q (default: false) and fill_hpd (default: true): Fill the area below the curve in the quantiles interval (fill_q = true) or the highest posterior density (HPD) interval (fill_hpd = true). If both fill_q = false and fill_hpd = false, then the whole area below the curve is filled. If no fill color is desired, it should be specified with series attributes. These options are mutually exclusive.
show_mean (default: true) and show_median (default: true): Plot a vertical line of the mean (show_mean = true) or median (show_median = true) of the posterior density estimate. If both options are set to true, both lines are plotted.
show_qi (default: false) and show_hpdi (default: true): Plot a quantile interval (show_qi = true) or the largest HPD interval (show_hpdi = true) at the bottom of each density plot. These options are mutually exclusive.
q (default: [0.1, 0.9]): The two quantiles used for plotting if fill_q = true or show_qi = true.
hpd_val (default: [0.05, 0.2]): The complementary probability mass(es) of the highest posterior density intervals that are plotted if fill_hpd = true or show_hpdi = true.

source