geweke_test: Geweke convergence diagnostic

In dsge: Dynamic Stochastic General Equilibrium Models

Geweke convergence diagnostic

Description

Computes Geweke's (1992) convergence diagnostic, which compares the means of the first and last portions of each chain using a z-test.

Usage

geweke_test(object, ...)

Arguments

object	A "dsge_bayes" object.
...	Additional arguments passed to methods (e.g., frac1, frac2 for chain window fractions).

Value

An object of class "dsge_geweke" with z-scores and p-values for each parameter and chain.

dsge documentation built on Sept. 25, 2026, 5:08 p.m.