geweke
tests the convergence of x
through the Geweke's test.
geweke(x, frac1 = 0.3, frac2 = 0.4, pvalue = 0.05)
numeric
vector of last \(\gamma_n\) values, as selected by the
function passed to noisyCE2()
through the argument stopwindow
.
fraction arguments of the Geweke's test according to
coda::geweke.diag()
.
threshold of the \(p\)-value which triggers the stop of the algorithm.
A numeric
indicating whether the algorithm has converged:
the algorithm has converged.
the algorithm has not converged.
Other stopping rules:
ts_change()