mcmcse (version 1.3-2)

qqTest: QQplot for Markov chains

Description

QQplot for Markov chains using an estimate of the Markov Chain CLT covariance matrix.

Usage

qqTest(mcse.obj)

Arguments

mcse.obj

the list returned by the mcse.multi or mcse.initseq command

Examples

# NOT RUN {
library(mAr)
p <- 35
n <- 1e4
omega <- 5*diag(1,p)

## Making correlation matrix var(1) model
set.seed(100)
foo <- matrix(rnorm(p^2), nrow = p)
foo <- foo %*% t(foo)
phi <- foo / (max(eigen(foo)$values) + 1)
  
out <- as.matrix(mAr.sim(rep(0,p), phi, omega, N = n))

mcse.bm <- mcse.multi(x = out)
qqTest(mcse.bm)

mcse.isadj <- mcse.initseq(x = out, adjust = TRUE)
qqTest(mcse.isadj)
# }