I have the output of a runjags model in R as an mcmc.list. Below is code to generate 3 chains of 1,000 samples. I'd like to trim all 12 chains to the last 400 samples. I can pull apart the chains and save matrices of chain output in a list, but its no longer an mcmc.list and I can't figure out how to turn it back into an mcmc.list.
Here are some data to run a runjags model, and convert the output to a mcmc.list:
y <- rnorm(100)
jags.model ="
model {
#model
for (i in 1:N){
y[i] ~ dnorm(y.hat[i], tau)
y.hat[i] <- m0
}
#priors
m0 ~ dnorm(0, .0001)
tau <- pow(sigma, -2)
sigma ~ dunif(0, 100)
}
"
jags.data <- list(y = y, N = length(y))
jags.out <- runjags::run.jags(jags.model,
data = jags.data,
n.chains = 3,
adapt = 100,
burnin = 100,
sample = 1000,
monitor = c('m0'))
z <- coda::as.mcmc.list(jags.out)
The easiest way to do this is using window:
z2 <- window(z, start=601, end=1000, thin=1)
summary(z2)
See also:
?window.mcmc.list
Alternatively, you could use as.mcmc and as.mcmc.list to convert your (list of) truncated matrices back into an mcmc.list object:
library('coda')
z3 <- as.mcmc.list(lapply(z, function(x) as.mcmc(x[601:1000,])))
summary(z3)
But I'd stick with using window if I were you!
Matt