search for: psrf

Displaying 2 results from an estimated 2 matches for "psrf".

Did you mean: perf
2004 Mar 04
1
Gelman-Rubin Convergence test
Dear friends, I run the Gelman-Rubin Convergence test for a MCMC object I have and I got the following result Multivariate psrf 1.07+0i, What does this mean? I guess (if I am not mistaken) that I should get a psrf close to 1.00 but what is 1.07+0i? Is that convergence or something else? Jorge [[alternative HTML version deleted]]
2003 Apr 18
1
MCMCpack gelman.plot and gelman.diag
...ist(post.R, post1.R, post2.R) > gelman.diag(post.R.all, confidence = 0.95, transform=FALSE) Potential scale reduction factors: Point est. 97.5% quantile [1,] NaN NaN [2,] NaN NaN [3,] NaN NaN [4,] NaN NaN Multivariate psrf 1 > gelman.plot(post.R.all, bin.width = 20, max.bins = 100, confidence = 0.95, transform = FALSE, auto.layout = TRUE, ask = FALSE) ******* Error: ******* Cannot compute Gelman & Rubin's diagnostic for any chain segments for variables (Intercept) Age Status sigma2 This indicates conve...