Geweke_Z: Geweke diagnostic for MCMC sampling.

View source: R/clone_id.R

Geweke_ZR Documentation

Geweke diagnostic for MCMC sampling.

Description

Geweke diagnostic for MCMC sampling.

Usage

Geweke_Z(X, first = 0.1, last = 0.5)

Arguments

X

A matrix of MCMC samples for N samples per K variables

first

A float between 0 and 1. The initial region of MCMC chain.

last

A float between 0 and 1. The final region of MCMC chain.

Value

Z, a vector of absolute value of Z scores for each variable. When |Z| <= 2, the sampling could be taken as converged.

Author(s)

Yuanhua Huang


davismcc/cardelino documentation built on Nov. 19, 2022, 2:44 a.m.