diagnose: Diagnose GPDPQuantReg

In opardo/GPDPQuantReg: Bayesian and Nonparametric Quantile Regression Modelling

Description

Run diagnostics for the GPDPQuantReg's Monte Carlo Markov Chains

Usage

diagnose(x, ...)

Arguments

GPDP_MCMC

A GPDP_MCMC object

Value

plots traces, autocorrelations, crosscorrelations and ergodicity

Author(s)

Omar Pardo ([e-mail])

Examples

m <- 35
x <- sort(sample(seq(-15, 15, 0.005), m))
f_x <- function(x) return((1/40) * x^2 - (1/20) * x - 2)
data <- data.frame(x = x, y = f_x(x) + rnorm(m, 0, 1))
GPDP_MCMC <- fit_GPDPQuantReg(y ~ x, data, p = 0.250)
diagnose(GPDP_MCMC)

opardo/GPDPQuantReg documentation built on Nov. 24, 2019, 3:28 a.m.