search for: ergodic

Hi all, I would like to compute ergodic mean using MCMC output from WinBUGS. I tried using CODA package, but it seems that it is not implemented yet. Could anyone help me to compute this? Attached to this email are my output and index files. Kind regards, Raquel -- Raquel Rangel de Meireles Guimar?es Doutoranda em Demografia raquel...

...the marginal density ?f(x ; 2009)? by using R function ?density()? [2] From appropriately grouped all sample data, we can estimate the conditional density ?g(z|x ; 1)? by using R function ?cde()? from hdrcde package Now we are searching and reading reference docs on how to solve for the long-run (ergodic) distribution ?f(x)?. Much appreciated if any suggestions on solution steps using R; and we will be happy to provide additional references. Thanks a lot! Regards, Hong Yu

...marginal with respect to time) of their data by for example checking 'cdf heavy tail' hypothesis. For i.i.d data this is ok, but what if samples are correlated, nonstationary etc.? Are there limit theorems which for example allow us to claim that for weak dependent, stationary and ergodic time series such a 'marginal distribution w.r. to time' converges to marginal distribution of random variable x_t , defined on basis of joint distribution for (x_1,…,x_T) ? What if the correlation is strong (say stationary and ergodic FARIMA model) ? Many thanks for your i...

I wonder what is the default value for the argument 'cutoff' when not specified in the variogram.formula function of gstat. Computing variogram envelops within gstat, I am comparing the results obtained with variog in geoR and variogram in gstat, and it took me a while before understanding that the cutoff default value is not the maximum distance. Can Edzer tell us about it? All the