mcmcPass: MCMC Tests
In arnima-github/arni: Arni's Toolbox
mcmcPass R Documentation
MCMC Tests
Description
Run diagnostic tests on an MCMC trace.
Usage
mcmcPass(x, return.type = "logical")
Arguments
x
an MCMC trace.
return.type
output format.
Details
Three return.type formats are supported:
"logical" a single logical value, indicating whether all tests
were passed
"list" a detailed list of all test results
"string" a string indicating which tests failed
Value
Test results in the format specified by return.type.
Note
The test criteria are:
Autocorrelation <= 0.1
Geweke Z <= 1.96
Heidelberger-Welch p >= 0.05
Users can apply other criteria by requesting return.type = "list".
arnima-github/arni documentation built on Oct. 28, 2023, 6:18 p.m.
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| mcmcPass | R Documentation |
MCMC Tests
Description
Run diagnostic tests on an MCMC trace.
Usage
mcmcPass(x, return.type = "logical")
Arguments
x |
an MCMC trace. |
return.type |
output format. |
Details
Three return.type formats are supported:
"logical" | a single logical value, indicating whether all tests were passed |
"list" | a detailed list of all test results |
"string" | a string indicating which tests failed |
Value
Test results in the format specified by return.type.
Note
The test criteria are:
Autocorrelation <= 0.1
Geweke Z <= 1.96
Heidelberger-Welch p >= 0.05
Users can apply other criteria by requesting return.type = "list".
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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