Boom (version 0.4)

suggest.burn.log.likelihood: Suggest MCMC Burn-in from Log Likelihood

Description

Suggests a burn-in period for an MCMC chain based on the log likelihood values simulated in the final few iterations of the chain.

Usage

SuggestBurnLogLikelihood(log.likelihood, fraction = .25)

Arguments

log.likelihood

A numeric vector giving the log likelihood values for each MCMC iteration.

fraction

The fraction of the chain that should be used to determine the log likelihood lower bound. The default setting looks in the final 25% of the MCMC run. Must be an number less than 1. If fraction <= 0<="" code=""> then a 0 burn-in is returned.

Value

0 if fraction == 0, which is viewed as a signal that no burn-in is desired.

Details

Looks at the last fraction of the log.likelihood sequence and finds the minimum value. Return the first iteration where log.likelihood exceeds this value.