The “traceplot” Function in R

• Package: rstan

• Purpose: Visualizes traceplots of MCMC samples from a Stan model

• General class: Bayesian inference

• Required argument(s):

• object: The result of fitting a Stan model using functions like stan_model.

• Notable optional arguments:

• pars: A character vector specifying the parameters to plot. If not specified, all parameters are plotted.

• inc_warmup: Logical. If TRUE, includes the warmup samples in the traceplot. The default is FALSE.

• nrow and ncol: Additional arguments passed to facet_wrap for arranging multiple plots.

• Example:

• # Load the rstan library
  library(rstan)
  
  # Define the Stan model code
  model_code <- '
  data {
  int<lower=0> N;
  real y[N];
  }
  parameters {
  real mu;
  real<lower=0> sigma;
  }
  model {
  y ~ normal(mu, sigma);
  }
  '
  
  # Compile the Stan model
  model <- stan_model(model_code = model_code)
  
  # Fit the Stan model
  N <- 100
  fit <- sampling(model, data = list(N = N, y = rnorm(N)))
  summary(fit)
  
  # Visualize traceplots
  traceplot(fit, pars = c("mu", "sigma"))

• This example demonstrates how to use the “traceplot” function from the rstan package to visualize traceplots of MCMC samples from a compiled Stan model. The function requires the result of fitting a Stan model (stanfit object) as input and allows specifying optional arguments like the parameters to plot and whether to include warmup samples in the plot.