GRstats

0th

Percentile

Compute Gelman and Rubin's convergence diagnostics from multicore BayesX models.

This function takes a fitted bayesx object estimated with multiple chains/cores and computes the Gelman and Rubin's convergence diagnostic of the model parameters using function gelman.diag provided in package coda.

Keywords
regression
Usage
GRstats(object, term = NULL, ...)
Arguments
object

an object of class "bayesx", returned from the model fitting function bayesx using the multiple chain or core option.

term

character or integer. The term for which the diagnostics should be computed, see also function samples.

arguments passed to function gelman.diag.

Value

An object returned from gelman.diag.

See Also

bayesx, gelman.diag, samples.

Aliases
  • GRstats
Examples
# NOT RUN {
## generate some data
set.seed(111)
n <- 500

## regressors
dat <- data.frame(x = runif(n, -3, 3), z = runif(n, -3, 3),
   w = runif(n, 0, 6), fac = factor(rep(1:10, n/10)))

## response
dat$y <- with(dat, 1.5 + sin(x) + cos(z) * sin(w) +
   c(2.67, 5, 6, 3, 4, 2, 6, 7, 9, 7.5)[fac] + rnorm(n, sd = 0.6))

## estimate model
b <- bayesx(y ~ sx(x) + sx(z, w, bs = "te") + fac,
   data = dat, method = "MCMC", chains = 3)

## obtain Gelman and Rubin's convergence diagnostics
GRstats(b, term = c("sx(x)", "sx(z,w)"))
GRstats(b, term = c("linear-samples", "var-samples"))

## of all parameters
GRstats(b, term = c("sx(x)", "sx(z,w)",
  "linear-samples", "var-samples"))
# }
Documentation reproduced from package R2BayesX, version 1.1-1, License: GPL-2 | GPL-3

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