Description Usage Arguments Value Note
Calculate Rhat statistic and generate traceplots for MCMC results
1 2 |
lsMCMC |
A list of MCMC simulation results. |
start |
The iteration number of the first observation. |
end |
The iteration number of the last observation. |
thin |
The thinning interval between consecutive observations. |
title |
The title of each figure. |
n.eig |
Number of eigen values the diagnosis will consider. Default is 1. |
fast.eig |
Whether to use fast eigen decomposition algorithm. Default is TRUE and |
If |
provided, a list contains the simulation truth for the dataset.
Must include two fields |
A matrix contains the Rhat statistics. The first column is the point estimates and the second
column is the upper confidence limits. n.eig
traceplots will also be generated for the first
n.eig
eigenvalues.
The diagnosis is carried out using the MCMC samples of the first n.eig
eigenvalues of the
normalized between-sample Gram matrix.
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