Calculate Gelman diagnostic on moving window

Calculate Gelman diagnostic on moving window

gelman_diag_mw(x, width_fraction = 0.1, width = ceiling(coda::niter(x)
  * width_fraction), njump = 50, include.mpsrf = TRUE, ...)

Arguments

x

MCMC samples, of class mcmc or mcmc.list
width_fraction

Fractional width of moving window. Default=0.1.
width

Width of moving window. Default is niter(x)*width_fraction
njump

Number of windows to calculate over
include.mpsrf

Whether to calculate multivariate PSRF and include in output (default = FALSE).

Value

Gelman Diagnostic 3D array. First dim -- mean (1) and 95