gelman.samplers: Gelman and Rubin's convergence diagnostic

In rjbgoudie/structmcmc: Structural inference for Bayesian Networks and Variable Selection.

Description

The 'potential scale reduction factor' is calculated for each variable in x, together with upper and lower confidence limits. Computation is performed using gelman.diag.

Usage

  ## S3 method for class 'samplers'
 gelman(x, names = "nEdges",
    transform = NULL, ...)

Arguments

x	An MCMC sampler
names	A character vector of statistics collected during the MCMC run, for which the 'potential scale reduction factor' should be computed.
transform	A list of functions (or a single function), which will be applied to the statistics. This can be used to improve the normality of the statistics, which is a requirement for Gelman-Rubin's statistic to be meaningful. The default NULL value applies no transform to any statistic (equivalent to identity)
...	Further arguments, currently unused

Value

An object of class gelman.diag

See Also

Computation performed using gelman.diag.

rjbgoudie/structmcmc documentation built on Nov. 3, 2020, 3:41 a.m.