mcmc_diagnostics: MCMC diagnostic tests

In jameshay218/mcmcJH: Generic random walk MCMC algorithm for parameter inference

Description

Runs some basic MCMC diagnostics on the given chain and saves a few plots. The diagnostics are:

• Gelman Diagnostics: Saves the Gelman plots at the given file location

• Auto-correlation: Saves autocorrelation plots at the given file location

Usage

mcmc_diagnostics(mcmc_chains, filename, param_table, VERBOSE = FALSE)

Arguments

mcmc_chains	the entire MCMC chain to be tested
filename	the full file path at which to save the diagnostics. _gelman.pdf will be appended, for example
param_table	the parameter table as loaded by load_param_table
VERBOSE	boolean flag for additional output. Defaulst to FALSE

Value

returns any error messages raised during the tests

jameshay218/mcmcJH documentation built on May 18, 2019, 11:20 a.m.