diagnostic: Calculation of a proposal for burn-in phase and thinning rate
In BaPreStoPro: Bayesian Prediction of Stochastic Processes

Description Usage Arguments Value

The proposed burn-in is calculated by dividing the Markov chains into m blocks and calculate the 95% credibility intervals and the respective mean. Starting in the first one, the block is taken as burn-in as long as the mean of the current block is not in the credibility interval of the following block or vice versa. The thinning rate is proposed by the first lag which leads to a chain autocorrelation less than dependence. It is not easy to automate these choices, so it is highly recommended to verify the chains manually.