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Calculate Gelman diagnostic on moving window

Source: R/gelman_diag.R
gelman_diag_mw.Rd

Calculate Gelman diagnostic on moving window

Usage

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).

...

additional arguments

Value

Gelman Diagnostic 3D array. First dim – mean (1) and 95% confidence (2). Second dim – iteration

Author

Alexey Shiklomanov