bayesMCClust (version 1.0)

calcNumEff: Calculates Inefficiency Factors of the MCMC Draws Obtained for the Cluster-Specific Parameters

Description

Calculates the inefficiency factors of the MCMC draws using numEff from the R package bayesm (see References).

Usage

calcNumEff(outList, thin = 1, printXi = TRUE, printE = TRUE, 
           printBeta = TRUE, 
           grLabels = paste("Group", 1:outList$Prior$H))

Value

A list containing tables of inefficiency factors:numEffXi[h]mInefficiency factors of the MCMC draws obtained for each row $j=1,\ldots,K+1$ of the cluster-specific transition matrices $\boldsymbol{\xi}_{h,j\cdot}$ for each cluster/group.numEffEhmInefficiency factors of the MCMC draws obtained for each row $j=1,...,K+1$ of the cluster-specific parameter matrices (only for DMC[Ext]) $\mathbf{e}_{h,j\cdot}$ for each cluster/group.numEffBetaInefficiency factors of the MCMC draws obtained for the MNL regression coefficients for each cluster.

References

Sylvia Fruehwirth-Schnatter, Christoph Pamminger, Andrea Weber and Rudolf Winter-Ebmer, (2011), "Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering". Journal of Applied Econometrics. DOI: 10.1002/jae.1249 http://onlinelibrary.wiley.com/doi/10.1002/jae.1249/abstract Christoph Pamminger and Sylvia Fruehwirth-Schnatter, (2010), "Model-based Clustering of Categorical Time Series". Bayesian Analysis, Vol. 5, No. 2, pp. 345-368. DOI: 10.1214/10-BA606 http://ba.stat.cmu.edu/journal/2010/vol05/issue02/pamminger.pdf Peter E. Rossi, Greg M. Allenby and Rob McCulloch, (2005), Bayesian Statistics and Marketing, Chichester: Wiley. http://www.perossi.org/home/bsm-1

See Also

numEff, mcClust, dmClust, mcClustExtended, dmClustExtended, MNLAuxMix

Examples

# please run the examples in mcClust, dmClust, mcClustExtended, 
# dmClustExtended