search for: geweke

Dear R-users, I have some problems with the geweke.diag-Function of the coda-package. I try to obtain the Geweke-diagnostic by using the following, simple code: library(coda) input.geweke = as.mcmc(input.matrix) #input.matrix is a 25.000 x 35 matrix with the 25.000 saved draws of the 35 parameters of interest output = geweke.diag...

Hi all: The CODA package provides Geweke Diagnostic method for convergence checking. The geweke.diag in CODA returns Z-score value but not give a conclustion that it is convergence or not. So I'd like to know how small/big the magnitude of Z-score is corresponding to the convergence of a chain. That is, Doese Z-score smaller or more...

Intermittently I'm getting this error from the geweke.diag function of the coda package. Would anyone be kind enough to enlighten me as to the possible source of such an error, or how to debug/locate it? Error in { : task 22 failed - "inner loop 1; cannot correct step size" Thanks a bunch. J -- Dr. Jim Maas University of East Anglia

Hi R users, Does anybody knows for the following erro after running geweke.diag(MCMC.sampled, frac1=0.1, frac2=0.5) Erro em glm.fit(x = X, y = Y, weights = weights, start = start, etastart = etastart, : la??o interno 1; n??o ?? poss??vel corrigir o tamanho do passo Al??m disso: Warning messages: 1: algoritmo n??o convergiu in: glm.fit(x = X, y = Y, weights = weig...

Dear List: the CODA and BOA packages for the analysis of MCMC output yield different results on two dignostic test of convergence: 1) Geweke's convergence diagnostic; 2) Heidelberger and Welch's convergence diagnostic. Does that imply that the CODA and BOA packages implement different ``flavors'' of the same test? I paste below an example. Geweke's test cbind(coda.gwk,boa.gwk) z-score p-value Z-Score p-value...

Hello I m a student in PARIS X university (France).I m preparing a working paper dealing with the presence of long memory in finantial markets. I have programs computing the hurst exponent by the rescaled range method and the GPH method (Geweke Porter-Hudak). I want to apply the modified rescaled range method proposed by A.Lo (1991). AS i m beggining with RATS i couldn't do the progam . can you send me the program (for RATS ) computing the hurst exponent with the modified rescaled range method or tell me where can i find them. please...

Dear R users: I am using hierchical modeling for a response varible (ordinal) given by patients for each doctor. My MCMC run with MCMMCglmm ( thin=20,nitt=208000,burnin=24000, family='ordinal') still can't have all the parameters pass the GEWEKE diagnosis test. I am trying to find the reason for the slow convergence. Can the reason be 20 out of 50 doctors having 5 or less response (6 docs with 1 , 4 docs with 2,? 3 docs with 3, 4 docs with 4 ,2 docs with 5 responses)? However, small sample sizes are the reason for bayesian modeling in...