kscheck: Convergence assessment for the pump failure data

In mcsm: Functions for Monte Carlo Methods with R

Description

This function produces graphs and one or several samples from the Gibbs sampler applied to the benchmark of the pump failure dataset (given within the function). It also provides convergence assessments in connection with the coda package.

Usage

kscheck(T = 10^3, heidel = FALSE)

Arguments

T	Number of Gibbs iterations
heidel	Boolean indicating whether or not several parallel chains need to be simulated

Value

Depending on the value of heidel, the function returns two plots of Kolmogorov-Smirnov statistics comparing two different scales or the outputs of heidel.diag and geweke.diag functions. It also returns as a list the sequence(s) of beta and lambda.

Author(s)

Christian P. Robert and George Casella

References

Chapter 8 of EnteR Monte Carlo Statistical Methods

See Also

adapump

Examples

outum=kscheck(heidel=TRUE)

mcsm documentation built on May 2, 2019, 10:16 a.m.