transient.test: Perform a stationary test to check for an initial burn-in in...

In codadiags: Markov chain Monte Carlo burn-in based on "bridge" statistics

Description

Perform a stationary test to check for an initial burn-in in a sequence

Usage

  transient.test(x, bridge = studentbridge,
    stat = E.studentbridge, param = NULL, plot = FALSE)

Arguments

x	sequence
bridge	bridge builder function
stat	statistic of the bridge to use in the test
param	sequence parameters: length 'N' and first auto-correlation coefficient 'rho', or "asymptotic" for default asymptotic parameters, or NULL for auto estimated parameters
plot	boolean to ask for test plots

Value

A list with class "htest" containing the following components: statistic: the value of the test statistic. p.value: the p-value of the test. method: a character string indicating what type of test was performed. data.name: character string giving the name(s) of the data.

codadiags documentation built on May 1, 2019, 9:26 p.m.