geweke.diag.mv: Multivariate version of 'coda"s 'coda::geweke.diag()'.

In ergm: Fit, Simulate and Diagnose Exponential-Family Models for Networks

Multivariate version of coda's coda::geweke.diag().

Description

Rather than comparing each mean independently, compares them jointly. Note that it returns an htest object, not a geweke.diag object.

Usage

geweke.diag.mv(x, frac1 = 0.1, frac2 = 0.5, split.mcmc.list = FALSE, ...)

Arguments

x	an mcmc, mcmc.list, or just a matrix with observations in rows and variables in columns.
frac1, frac2	the fraction at the start and, respectively, at the end of the sample to compare.
split.mcmc.list	when given an mcmc.list, whether to test each chain individually.
...	additional arguments, passed on to approx.hotelling.diff.test(), which passes them to spectrum0.mvar(), etc.; in particular, ⁠order.max=⁠ can be used to limit the order of the AR model used to estimate the effective sample size.

Value

An object of class htest, inheriting from that returned by approx.hotelling.diff.test(), but with p-value considered to be 0 on insufficient sample size.

Note

If approx.hotelling.diff.test() returns an error, then assume that burn-in is insufficient.

See Also

coda::geweke.diag(), approx.hotelling.diff.test()

ergm documentation built on Oct. 7, 2024, 5:08 p.m.