Conducts a Geweke test for convergence of the draws.
geweke_test(x, frac1 = 0.1, frac2 = 0.5, alpha = 0.05)A list with the following items
Test decision.
Convergence Diagnostic (test statistic).
The p-value.
The applied signifcicance level.
The fraction of data contained in the first interval.
The fraction of data contained in the second interval.
R x n matrix with R draws of n variables
probability mass of the first interval, a scalar between zero and one
probability mass of the second interval, a scalar between zero and one
significance level used to compute the test decision, a scalar between zero and one
Under the H0 of convergence, the test statistic is standard normally distributed.
Naturally, frac1 + frac2 is between zero and one.