dates_hiatus: Test for the existence of a hiatus between two MCMC chains.
Description
Determines whether there is a hiatus between two MCMC chains and returns
the longest interval that satisfies:
\(P(a_chain < IntervalInf < IntervalSup < b_chain | M) = level\)
Usage
dates_hiatus(a_chain, b_chain, level = 0.95)
Arguments
a_chain
: Numeric vector containing the output of the MCMC
algorithm for the first parameter.
b_chain
: Numeric vector containing the output of the MCMC
algorithm for the second parameter.
level
Probability corresponding to the confidence level of the
interval.
Value
A list with the following components:
hiatus
A named vector where inf is the lower endpoint of the
hiatus as a calendar year (AD/BC) or NA if there is no hiatus at
level, and sup is the upper endpoint of the gap as a calendar
year (AD/BC), or NA if there is no hiatus at level.
duration
The duration of the hiatus at level.
level
Probability corresponding to the confidence level of the
interval.