UPG (version 0.3.4)

UPG.Diag: MCMC Diagnostics for UPG.Probit, UPG.Logit, UPG.MNL and UPG.Binomial objects using coda

Description

UPG.Diag computes a number of MCMC diagnostics based on the Markov chains that are contained in the model output returned by UPG.

Usage

UPG.Diag(object = NULL)

Value

Returns a list containing effective sample size, effective sampling rate and inefficiency factors for each coefficient. In addition, maximum, minimum and median of these measures are returned.

Arguments

object

an object of class UPG.Probit, UPG.Logit, UPG.MNL or UPG.Binomial.

Author

Gregor Zens

Examples

# \donttest{
# estimate a probit model using example data
library(UPG)
data(lfp)
y = lfp[,1]
X = lfp[,-1]
results.probit = UPG(y = y, X = X, model = "probit")

# compute MCMC diagnostics
UPG.Diag(results.probit)
# }