check.psrf | R Documentation |
check.psrf computes and summarizes univariate potential scale reduction factor. It also checks whether the multivariate potential scale reduction factor can be calculated.
check.psrf(post1 = NULL, post2 = NULL, post3 = NULL, post4 = NULL, post5 = NULL)
post1 |
an mcmc.list with posterior samples from all Markov chains, or a data frame containing the draws from the 1st Markov Chain. |
post2 |
Monte Carlo Posterior draws (data frame) from the 2nd Markov Chain, if the post1 is a data frame; specify post2 only needed |
post3 |
Monte Carlo Posterior draws (data frame) from the 3rd Markov Chain, if the post1 is a data frame; specify post3 only needed |
post4 |
Monte Carlo Posterior draws (data frame) from the 4th Markov Chain, if the post1 is a data frame; specify post4 only needed |
post5 |
Monte Carlo Posterior draws (data frame) from the 5th Markov Chain, if the post1 is a data frame; specify post5 only needed |
The posterior samples from each chain are stored in a data frame, with columns representing parameters from the model, and rows presenting posterior draws on the parameters. If the input post1 is a data frame contains the draws from one chain, then check.psrf can take up to 5 chains though it is not necessary to have 5 chain; but at least 2 chains are necessary.
The function outputs
psrf.s |
univaraite psrf values and the 95% confidence interval from all model parameters. |
psrf.m |
multivariate psrf if the covariance matrix of the parameters are positive definite. |
psrf.s.summ |
the summary of the univariate psrf across parameter. |
Fang Liu (fang.liu.131@nd.edu)
## Not run:
post1= data.frame(cbind(rnorm(400,0,1), rbeta(400,2,3)))
post2= data.frame(cbind(rnorm(400,0,1), rbeta(400,2,3)))
check.psrf(post1,post2)
## End(Not run)
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