ReportParameterConvergence: Report convergence Statistics for parameter simulations

In StoXProject/RstoxFDA: Fisheries Dependent Analysis with RstoX

Report convergence Statistics for parameter simulations

Description

For multi-chain parameter simulations, intra-chain variance, inter-chain variance and the Gelman-Rubins R statistic is reported.

'chains' in this respect refers to statistically independent simulations.

Usage

ReportParameterConvergence(
  ParameterizationSummaryData,
  Tolerance = numeric(),
  Decimals = integer()
)

Arguments

ParameterizationSummaryData	summary statistics for Reca parameters
Tolerance	threshold for reporting parameters. Defaults to 0.1. See details
Decimals	integer specifying the number of decimals to report for 'GelmanRubinR'. Defaults to 2.

Details

Only parameters with a Gelman-Rubins R statistic that deviates sufficiently from 1 is reported. The accepted deviation is controlled by the argument 'Tolerance'. Parameters are reported if they differ from 1 by 'Tolerance' or more, so that a Tolerance of 0 reports all parameters. If not provided a default Tolerance of 0.1 is used.

Gelman-Rubins R is described in Gelman and Rubin (Statistical Science, 1992): DOI: https://doi.org/10.1214/ss/1177011136

The Gelman-Rubins R reported here is approximately that specified in Gelman and Rubins Eq. 20, ignoring the contribution from the factor (df/(df-2)).

In the report InterVariance correspond to their B/n and IntraVariance correspond to their W.

Value

ParameterConvergenceData

StoXProject/RstoxFDA documentation built on Nov. 12, 2024, 3:42 a.m.