UPG.Diag | R Documentation |
UPG.Probit
, UPG.Logit
, UPG.MNL
and UPG.Binomial
objects using coda
UPG.Diag
computes a number of MCMC diagnostics based on the Markov chains that are contained in the model output returned by UPG
.
UPG.Diag(object = NULL)
object |
an object of class |
Returns a list containing effective sample size, effective sampling rate and inefficiency factors for each coefficient. In addition, maximum, minimum and median of these measures are returned.
Gregor Zens
# estimate a probit model using example data
library(UPG)
data(lfp)
y = lfp[,1]
X = lfp[,-1]
results.probit = UPG(y = y, X = X, model = "probit")
# compute MCMC diagnostics
UPG.Diag(results.probit)
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