Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/checkIsConverged.r
Run various diagnostic procedures in the coda package
to check convergence of a set of mcmc chains.
1 | checkIsConverged(obj, criterion = 1.1, quiet = FALSE)
|
obj |
An mcmc.list object from the |
quiet |
Whether to print any output on screen. |
This routine runs the Gelman and Rubin (1992) diagnostic for
a set of MCMC chains by calling gelman.diag in the coda package.
A list with the following components
converged: If the uppper limits of the 'potential scale
reduction factors' associated with all parameters are less than
criterion, the chain is declared converged and this is TRUE.
Otherwise, this component of the returns is FALSE.
Rhats: the 'potential scale reduction factors' or Rhats associated with all parameters.
Trent McDonald
Gelman, A and Rubin, DB (1992) Inference from iterative simulation using multiple sequences, Statistical Science, 7, 457-511.
1 2 3 4 5 6 7 8 9 10 11 12 13 | ## Not run:
jags = jags.model(file="someJAGSFile.txt",
data=someJAGS.data, inits=someJAGS.inits,
n.chains=3,n.adapt=100)
update(jags, n.iter=1000)
out = coda.samples(jags,
variable.names=c("someParameter"),
n.iter=1000,
thin=2)
conf <- chechIsConverged(out)
## End(Not run)
|
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