Description Usage Arguments Value Note Author(s) References See Also Examples

Calculates the inefficiency factors of the MCMC draws using `numEff`

from the R package bayesm
(see **References**).

1 2 3 | ```
calcNumEff(outList, thin = 1, printXi = TRUE, printE = TRUE,
printBeta = TRUE,
grLabels = paste("Group", 1:outList$Prior$H))
``` |

`outList` |
specifies a list containing the outcome (return value) of an MCMC run of |

`thin` |
An integer specifying the thinning parameter (default is 1). |

`printXi` |
If |

`printE` |
If |

`printBeta` |
If |

`grLabels` |
A character vector giving user-specified names for the clusters/groups. |

A list containing tables of inefficiency factors:

`numEffXi[h]m ` |
Inefficiency factors of the MCMC draws obtained for each row |

`numEffEhm ` |
Inefficiency factors of the MCMC draws obtained for each row |

`numEffBeta ` |
Inefficiency factors of the MCMC draws obtained for the MNL regression coefficients for each cluster. |

Note, that in contrast to the literature (see **References**), the numbering (labelling) of the states of the
categorical outcome variable (time series) in this package is sometimes *0,...,K* (instead of
*1,...,K*), however, there are *K+1* categories (states)!

Christoph Pamminger <[email protected]>

Sylvia Fruehwirth-Schnatter, Christoph Pamminger, Andrea Weber and Rudolf Winter-Ebmer, (2011),
"Labor market entry and earnings dynamics: Bayesian inference using
mixtures-of-experts Markov chain clustering".
*Journal of Applied Econometrics*. DOI: 10.1002/jae.1249
http://onlinelibrary.wiley.com/doi/10.1002/jae.1249/abstract

Christoph Pamminger and Sylvia Fruehwirth-Schnatter, (2010),
"Model-based Clustering of Categorical Time Series".
*Bayesian Analysis*, Vol. 5, No. 2, pp. 345-368. DOI: 10.1214/10-BA606
http://ba.stat.cmu.edu/journal/2010/vol05/issue02/pamminger.pdf

Peter E. Rossi, Greg M. Allenby and Rob McCulloch, (2005),
*Bayesian Statistics and Marketing*, Chichester: Wiley.
http://www.perossi.org/home/bsm-1

`numEff`

, `mcClust`

, `dmClust`

, `mcClustExtended`

,
`dmClustExtended`

, `MNLAuxMix`

1 2 | ```
# please run the examples in mcClust, dmClust, mcClustExtended,
# dmClustExtended
``` |

bayesMCClust documentation built on May 29, 2017, 3:31 p.m.

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