convergence_t_tests: Computes convergence diagnistics
In mailund/coalhmm-analysis: Code for analysing the results of CoalHMM runs

Description Usage Arguments Details Value

Computes a very simple convergence diagnistic based on a t-test for equal means for different windows of the chain. For each window, each parameter is compared with the samples from the last half of the data and the t-test p-value is computed.

1	convergence_t_tests(samples, window_size = nrow(samples)/20)

`samples`	Samples from a CoalHMM MCMC run.
`window_size`	Size of windows to use in the t-tests.

Keep in mind that this function only compare means. It is not a complete diagnistic of convergence since samples from two windows can be very different and still have the same mean. Generally, though, the CoalHMM runs tends to have very different means if they are not converged.

A data frame with p-values for the t-tests in each window.

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