gelman_diag_mw.Rd
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, ...)
x | MCMC samples, of class |
---|---|
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). |
Gelman Diagnostic 3D array. First dim -- mean (1) and 95