Uses Gelman multivariate Gelman-Rubin diagnostic to check if
multiple MCMC chains have converged
Usage
check.convergence(jags_out, threshold = 1.1, verbose = TRUE, ...)
Arguments
- jags_out
mcmc.list object (from coda package) containing
samples from MCMC chains.
- threshold
Gelman-Rubin diagnostic parameter threshold. Default = 1.1
- verbose
If TRUE, print convergence result. Default = TRUE
- ...
Additional arguments to gelman.diag (from coda package)
Value
List length 3 containing the following:
* convergence: Logical. Whether or not convergence was achieved.
* diagnostics: Numerical value of Gelman-Rubin diagnostics for each parameter and multivariate diagnostic
* error: Logical. Whether or not an error occured in the Gelman-Rubin calculation.