metamisc (version 0.4.0)

gelmanplot.mcmc.list: Gelman-Rubin-Brooks plot

Description

This plot shows the evolution of Gelman and Rubin's shrink factor as the number of iterations increases. The code is adapted from the R package coda.

Usage

# S3 method for mcmc.list
gelmanplot(
  x,
  P,
  confidence = 0.95,
  max.bins = 50,
  autoburnin = TRUE,
  greek = FALSE,
  ...
)

Value

A ggplot object.

An object of class ggplot

Arguments

x

An mcmc object

P

Optional dataframe describing the parameters to plot and their respective names

confidence

The coverage probability of the confidence interval for the potential scale reduction factor

max.bins

Maximum number of bins, excluding the last one.

autoburnin

Logical flag indicating whether only the second half of the series should be used in the computation. If set to TRUE (default) and start(x) is less than end(x)/2 then start of series will be adjusted so that only second half of series is used.

greek

Logical value indicating whether parameter labels have to be parsed to get Greek letters. Defaults to false.

...

Additional arguments which are currently not used

Author

Thomas Debray <[e-mail]>