spsrf

Calculate the Gelman-Rubin diagnostic of draws from an MCMC algorithm

Trace plots and convergence diagnostics for Markov Chain Monte Carlo (MCMC) algorithms on highly multivariate or unordered spaces. Methods outlined in a forthcoming paper.

Luke Duttweiler

genMCMCDiag

Generalized Convergence Diagnostics for Difficult MCMC
Algorithms

spsrf function

<dl><dt>mhDraws</dt>
<dd>List of data.frames with two columns. Each data.frame represents a single chain. Column names should be val.1 (for values) and t (for chain iteration).</dd>
<dt>...</dt>
<dd>Catches unnecessary additional arguments</dd></dl>

Arguments

Calculate the Gelman-Rubin diagnostic of draws from an MCMC algorithm — spsrf

<dl>

<dt>mhDraws</dt>
<dd>List of data.frames with two columns. Each data.frame represents a single chain. Column names should be val.1 (for values) and t (for chain iteration).</dd>


<dt>...</dt>
<dd>Catches unnecessary additional arguments</dd>

</dl>

spsrf: Calculate the Gelman-Rubin diagnostic of draws from an MCMC algorithm

Description

Usage

Value

Arguments