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