Description Usage Arguments Value Author(s) References See Also Examples

View source: R/Hangartner.Diagnostic.R

Hangartner et al. (2011) proposed a convergence diagnostic for discrete Markov chains. A simple Pearson's Chi-squared test for two or more non-overlapping periods of a discrete Markov chain is a reliable diagnostic of convergence. It does not rely upon the estimation of spectral density, on suspect normality assumptions, or determining overdispersion within a small number of outcomes, all of which can be problematic with discrete measures. A discrete Markov chain is split into two or more non-overlapping windows. Two windows are recommended, and results may be sensitive to the number of selected windows, as well as sample size. As such, a user may try several window configurations before concluding there is no evidence of non-convergence.

As the number of discrete events in the sample space increases, this diagnostic becomes less appropriate and standard diagnostics become more appropriate.

1 | ```
Hangartner.Diagnostic(x, J=2)
``` |

`x` |
This required argument is a vector of marginal posterior
samples of a discrete Markov chain, such as selected from the output
of |

`J` |
This argument specifies the number |

The `Hangartner.Diagnostic`

returns an object of class
`hangartner`

, including the output from a Pearson's Chi-squared
test. A frequentist p-value less than or equal to 0.05 is usually
considered to be indicative of non-convergence.

Statisticat, LLC. [email protected]

Hangartner, D., Gill, J., and Cranmer, S., (2011). "An MCMC Diagnostic for Purely Discrete Parameters". Paper presented at the annual meeting of the Southern Political Science Association, Hotel InterContinental, New Orleans, Louisiana Online.

`LaplacesDemon`

and
`TransitionMatrix`

.

1 2 3 4 5 6 | ```
library(LaplacesDemon)
N <- 1000
K <- 3
x <- rcat(N, rep(1/K,K))
hd <- Hangartner.Diagnostic(x, J=2)
hd
``` |

LaplacesDemonR/LaplacesDemon documentation built on Dec. 19, 2017, 6:08 p.m.

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