meanplot

A meanplot shows the running average of the samples for each chain and parameter.

Plotting the running average shows when, if at all, each of the chains has converged to the stationary distribution around the true parameter mean.

using ChainsMakie, CairoMakie
import MCMCChains: Chains
chains = Chains(randn(300, 2, 4), [:A, :B])
fig = meanplot(chains)
fig

It is possible to plot a subset of the parameters by passing their names as the second argument:

using ChainsMakie, CairoMakie
import MCMCChains: Chains
chains = Chains(randn(300, 3, 4), [:A, :B, :C])
meanplot(chains, [:A, :B])

Attributes

color

Specifies the colors to be used for coloring the running average of each chain.

Defaults to Makie's wong_colors palette and automatically switches to colormap = :viridis for more than seven chains.

using ChainsMakie, CairoMakie
import MCMCChains: Chains
chains = Chains(randn(300, 2, 4), [:A, :B])
fig = meanplot(chains; color = first(Makie.to_colormap(:tab20), 4))
fig

colormap

Specifies the colormap to be used for coloring the running average of each chain.

Defaults to :viridis.

using ChainsMakie, CairoMakie
import MCMCChains: Chains
chains = Chains(randn(300, 2, 8), [:A, :B])
fig = meanplot(chains; colormap = :plasma)
fig

linewidth

Controls the linewidth of each line.

alpha

Controls the opacity of each line.

using ChainsMakie, CairoMakie
import MCMCChains: Chains
chains = Chains(randn(300, 2, 4), [:A, :B])
fig = meanplot(chains; linewidth = 0.0, alpha = 0.8)
fig