check_gaussian_convergence: Model Diagnostics and Convergence Testing Check Multivariate...

In topolow: Force-Directed Euclidean Embedding of Dissimilarity Data

Model Diagnostics and Convergence Testing Check Multivariate Gaussian Convergence

Description

Assesses the convergence of multivariate samples by monitoring the stability of the mean vector and covariance matrix over a sliding window. This is useful for checking if a set of parameter samples has stabilized.

Usage

check_gaussian_convergence(data, window_size = 300, tolerance = 0.01)

Arguments

data	Matrix or Data Frame. A matrix of samples where columns are parameters.
window_size	Integer. The size of the sliding window used to compute statistics.
tolerance	Numeric. The convergence threshold for the relative change in the mean and covariance.

Value

An object of class topolow_convergence containing diagnostics about the convergence of the multivariate samples. This list includes logical flags for convergence (converged, mean_converged, cov_converged) and the history of the mean and covariance changes.

Examples

# Create sample data for the example
chain_data <- as.data.frame(matrix(rnorm(500 * 4), ncol = 4))
colnames(chain_data) <- c("param1", "param2", "param3", "param4")

# Run the convergence check
conv_results <- check_gaussian_convergence(chain_data)
print(conv_results)

# The plot method for this object can be used to create convergence plots.
# plot(conv_results)

topolow documentation built on Aug. 31, 2025, 1:07 a.m.