

   MMaarrkkoovv CChhaaiinn MMoonnttee CCaarrlloo OObbjjeeccttss

        mcmc(data= NA, start = 1, end = numeric(0), thin = 1, ts.eps = .Options$ts.eps))

   AArrgguummeennttss::

       data: a vector, matrix or 3d-array of MCMC output

      start: the iteration number of the first observation

        end: the iteration number of the last observation

       thin: the thinning interval between consecutive observa-
             tions

     ts.eps: Hmmm. What's this doing here? (MTP)

   DDeessccrriippttiioonn::

        The function `mcmc' is used to create Markov Chain
        Monte Carlo objects.  These are three dimensional
        arrays with a class of `ts' (and additional attributes)
        which represent data which has been produced by a dis-
        crete time Markov chain.

        MCMC objects resemble time series (`ts') objects, but
        have the additional property that the Markov Chain may
        be replicated, using a different starting value and/or
        different seed for the pseudo random number generator.
        Hence mcmc objects are always three dimensional arrays,
        with the first dimension representing time, the second
        dimension representing variables and the third dimen-
        sion representing replicates of the Markov chain.

        `start' and \nd{end} are integers which correspond to
        iteration numbers.

        `as.mcmc' and `is.mcmc' respectively coerce a vector,
        matrix or array into a Markov Chain and test whether
        the object is a Markov Chain.

        Markov Chains have methods associated with the generic
        `print', `start', `end', `thin', `time' and `summary'
        functions.

   NNoottee::

        When subscripting mcmc objects, the default value of
        the `drop' parameter is FALSE. Hence mcmc objects will
        always retain their dimensionality and their class when
        subscripted unless you explicitly specify drop=TRUE.

   AAuutthhoorr((ss))::

        Martyn Plummer

   SSeeee AAllssoo::

        `start', `end', `frequency', `thin', `time', `window',
        `join.mcmc'.

