Illustration of Gelman and Rubin's diagnostic on the pump failure data

Description

This function produces several Gibbs chains for the same pump failure data as in the function kscheck in order to illustrate Gelman and Rubin's diagnostic gelman.diag and gelman.plot provided in coda.

Usage

1
mump(Nsim = 10^4, MM = 10)

Arguments

Nsim

Number of Gibbs iterations

MM

Number of parallel chains (mimimum value of 10)

Value

The function returns plots and diagnostic values connected with gelman.diag and gelman.plot, as well as the autocorrelation analysis.

Author(s)

Christian P. Robert and George Casella

References

Chapter 8 of EnteR Monte Carlo Statistical Methods

See Also

kscheck

Examples

1
mump(10^3)

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