[R] Mode of MCMC chain

[Thomas W Blackwell]

Patrik  -

I interpret your question as "statistical mode" rather than
"storage mode", etc. and I ask you to think about whether
this question is even well-defined.  Statistical mode, in the
sense of the most frequent value, is well-defined for samples
from a distribution on a discrete set, and it is well-defined
for a continuous density, relative to a specified measure ...
but for a SAMPLE from a continuous distribution, I think the
concept of "mode" is only defined via a (parametric or non-
parametric) estimate for an underlying smooth density.  The
exact criteria for "smooth" in this context want some careful
thought, as well.

So, with that as preamble, I think the answer to your question
is the function  density().

Others may be much more familiar with the recent statistical
literature in this area than I am.

-  tom blackwell  -  u michigan medical school  -  ann arbor  -

On Wed, 4 Jun 2003, Patrik Waldmann wrote:

> are there any functions in R for estimation of the mode of a MCMC-chain?
>
> Patrik Waldmann