Description Usage Arguments Details Value Author(s) References See Also Examples
This utility function provides convergence related functions by Cedric.
| 1 2 3 4 5 6 7 8 |   cubmultichain(cubmethod, reset.qr, seeds=NULL,
                teston=c("phi", "sphi"), swap=0, swapAt=0.05, monitor=NULL, 
                min=0, max=160000, nchains=2, conv.thin=10,
                eps=0.1, ncores=2, ...)
                          
  cubsinglechain(cubmethod, frac1=0.1, frac2=0.5, reset.qr,
                 seed=NULL, teston=c("phi", "sphi"), monitor=NULL, 
                 min=0, max=160000, conv.thin=10, eps=1, ...)
 | 
| cubmethod | String to choose method. Options are "cubfits", "cubappr", "cubpred" | 
| reset.qr | recalculate QR decomposition matrix of covariance matrix until reset.qr samples are reached | 
| swap | proportion of b matrix parameters to be swaped between convergence checks | 
| swapAt | difference (L1-norm) between two consequtive convergence test leading to a swap in the b matrix | 
| seeds | Vector of seed for random number generation | 
| seed | Seed for random number generation | 
| teston | Select data to test convergence on | 
| monitor | A function to monitor the progress of the MCMC. The fucntions expects the result object and for cubmultichain an index i. (cubmultichain call: monitor(x,i), cubsinglechain call: monitor(x)) | 
| min | Minimum samples to be obtained. eps is ignored until number of samples reaches min | 
| max | Maximum samples to be obtained. eps is ignored after max samples is obtained | 
| eps | Convergence criterium | 
| conv.thin | thinning of samples before performing convergence test | 
| nchains | number of chains to run in parallel | 
| ncores | number of cores to use for parallel execution of chains | 
| frac1 | fraction of samples at the beginning of set for Geweke test | 
| frac2 | fraction of samples at the end of set for Geweke test | 
| ... | named arguments for functions "cubfits", "cubappr" or "cubpred" | 
under development
under development
Cedric Landerer cedric.landerer@gmail.com.
https://github.com/clandere/cubfits/
cubfits, cubappr, cubpred
| 1 2 3 4 5 | ## Not run: 
suppressMessages(library(cubfits, quietly = TRUE))
## End(Not run)
 | 
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.