equal_distribution: Compares the distributions for each parameter for two chains...

Description Usage Arguments Details

Description

Compares the samples of two chains to test that for each parameter the samples are from the same distribution.

Usage

1
equal_distribution(chain1, chain2, strip_chains = TRUE, ...)

Arguments

chain1

Samples from an MCMC run.

chain2

Samples from an MCMC run.

strip_chains

Should the chains be stripped of burn-in samples before comparison?

Details

For each parameter the test does a Kolmogorov-Smirnov test (ks.test). This is a very simple approach to testing equality as it doesn't take into account the dependencies between parameters nor that the samples are not independent, but it is a simple and fast test. It should really be supplemented with visual inspection and other diagnostics.


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