convergence_probabilities: Computes the probability of convergence at each windows

Description Usage Details

Description

Computes the probability, at each window, that the chain was converged at that point, assuming that the has converged at some window.

Usage

1
convergence_probabilities(rejections, a = 1, b = 1)

Details

Computes the probability that convergence happened at a given point based on the pattern of rejected convergence tests. It assumes that the rejection is picked with a probability that is beta(a,b) distributed before the change point and rejected with 5 point.


mailund/coalhmm-analysis documentation built on May 21, 2019, 11:06 a.m.