Description Usage Arguments Value Author(s) References See Also
Computes the Heidleberger and Welch convergence diagnostics for the parameters in an MCMC sequence.
1 | boa.handw(link, error, alpha)
|
link |
Matrix whose columns and rows contain the monitored parameters
and the MCMC iterations, respectively. The iteration numbers and parameter
names must be assigned to |
error |
Accuracy of the posterior estimates for the parameters. |
alpha |
Alpha level for the confidence in the sample mean of the retained iterations. |
A matrix whose columns and rows are the Heidleberger and Welch convergence diagnostics (i.e. stationarity test, number of iterations to keep and to drop, Cramer-von-Mises statistic, halfwidth test, mean, and halfwidth) and the monitored parameters, respectively.
Brian J. Smith, Nicky Best, Kate Cowles
Heidelberger, P. and Welch, P. (1983). Simulation run length control in the presence of an initial transient. Operations Research, 31, 1109-44.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.