geweke: Geweke's test stopping rule

In noisyCE2: Cross-Entropy Optimisation of Noisy Functions

Description

geweke tests the convergence of x through the Geweke's test.

Usage

geweke(x, frac1 = 0.3, frac2 = 0.4, pvalue = 0.05)

Arguments

x	numeric vector of last γ_n values, as selected by the function passed to noisyCE2() through the argument stopwindow.
frac1, frac2	fraction arguments of the Geweke's test according to coda::geweke.diag().
pvalue	threshold of the p-value which triggers the stop of the algorithm.

Value

A numeric indicating whether the algorithm has converged:

0	the algorithm has converged.
1	the algorithm has not converged.

See Also

Other stopping rules: ts_change()

noisyCE2 documentation built on Nov. 9, 2020, 5:13 p.m.