boa.plot.bandg: Plot Brooks and Gelman Multivariate Shrink Factors

In brian-j-smith/boa: Bayesian Output Analysis Program (BOA) for MCMC

Description

Plots the Brooks and Gelman multivariate shrink factors within different line segments across the MCMC sequences. This diagnostic is a multivariate extension to the Gelman and Rubin shrink factors.

Usage

boa.plot.bandg(bins = boa.par("gandr.bins"), win = boa.par("gandr.win"),
annotate = boa.par("legend"))

Arguments

bins	Number of line segments within the MCMC sequence at which to plot the Gelman and Rubin shrink factors. The first segment contains the first 50 iterations; the remaining iterations are partitioned into equal bins and added incrementally to construct the remaining line segments. The shrink factors are plotted against the maximum iteration number for the segment. Cubic splines are used to interpolate through the point estimates for each segment.
win	Proportion of iterations to include in the Brooks, Gelman, and Rubin Statistics.
annotate	Logical value indicating that a legend be included in the plot.

Value

A logical value indicating that the plot was successfully created.

Author(s)

Brian J. Smith

See Also

boa.chain.gandr, boa.plot, boa.plot.gandr, boa.print.gandr

brian-j-smith/boa documentation built on May 12, 2019, 5:43 a.m.