Geweke_Z | R Documentation |
Geweke diagnostic for MCMC sampling.
Geweke_Z(X, first = 0.1, last = 0.5)
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. |
Z
, a vector of absolute value of Z scores for each variable.
When |Z| <= 2, the sampling could be taken as converged.
Yuanhua Huang
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