Description Usage Arguments Details Value Author(s) See Also Examples
View source: R/check_cdt_samples_convergence.R
check_cdt_samples_convergence
Checking convergence of an MCMC chain by
using the Gelman-Rubin algorithm
1 | check_cdt_samples_convergence(cdt_samples)
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cdt_samples |
the |
This function splits an MCMC chain in two halves and uses the Gelman-Rubin algorithm to assess convergence of the chain by comparing its two halves.
TRUE if the Gelman Rubin test for convergence was successful, FALSE otherwise
Anne Cori
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ## Not run:
## Note the following examples use an MCMC routine
## to estimate the serial interval distribution from data,
## so they may take a few minutes to run
## load data on rotavirus
data("MockRotavirus")
## estimate the serial interval from data
SI_fit <- coarseDataTools::dic.fit.mcmc(dat = MockRotavirus$si_data,
dist="G",
init_pars=init_mcmc_params(MockRotavirus$si_data, "G"),
burnin = 1000,
n.samples = 5000)
## use check_cdt_samples_convergence to check convergence
converg_diag <- check_cdt_samples_convergence(SI_fit@samples)
converg_diag
## End(Not run)
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