similar to: Gelman-Rubin convergence diagnostics via coda package

Displaying 20 results from an estimated 1000 matches similar to: "Gelman-Rubin convergence diagnostics via coda package"

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]]
2008 Mar 14
0
Sola 305 with INT-0051 cable
Hello again, I have a Sola 305 (aka Powerware 3110) here connected via a serial INT-0051 cable which I am trying to get working with nut. The driver.list file indicates that nut supports the Sola 305 when connected via the INT-0025C cable using the genericups driver with upstype set to 7 but it does not mention the INT-0051. I was able to use the "Basic CheckUPS II" utility provided
2004 Feb 11
0
gelman.diag question
Dear Friends, I am trying to use the gelman-rubin convergence test. I generated a matrix samp[10,000x86] with the gibbs sampler. the test requires the creation of "mcmc" objects. Since I don't know how to define samp as a "mcmc" object, I tried to create one mcmc object by means of the mcmc() function. With this function I tried to create a mcmc object dul from samp but I
2003 Apr 18
1
MCMCpack gelman.plot and gelman.diag
Hi, A question. When I run gelman.diag and gelman.plot with mcmc lists obtained from MCMCregress, the results are following. > post.R <- MCMCregress(Size~Age+Status, data = data, burnin = 5000, mcmc = 100000, + thin = 10, verbose = FALSE, beta.start = NA, sigma2.start = NA, + b0 = 0, B0 = 0, nu = 0.001, delta = 0.001) > post1.R <- MCMCregress(Size~Age+Status, data
2012 Oct 03
0
calculating gelman diagnostic for mice object
I am using -mice- for multiple imputation and would like to use the gelman diagnostic in -coda- to assess the convergence of my imputations. However, gelman.diag requires an mcmc list as input. van Buuren and Groothuis-Oudshoorn (2011) recommend running mice step-by-step to assess convergence (e.g. imp2 <- mice.mids(imp1, maxit = 3, print = FALSE) ) but this creates mids objects. How can I
2013 Mar 28
3
problem with plots with short example.
i am having problem running my own data. yesterday it was working just fine. today it is not. this is the code i was using as an example to follow. this code ALSO worked just fine yesterday, and is no longer working at all. i suspect it is a problem with either my computer or the software, at this point. if THIS won't even run.... something is wrong. i can assure you this isn't
2010 May 28
3
Gelman 2006 half-Cauchy distribution
Hi, I am trying to recreate the right graph on page 524 of Gelman's 2006 paper "Prior distributions for variance parameters in hierarchical models" in Bayesian Analysis, 3, 515-533. I am only interested, however, in recreating the portion of the graph for the overlain prior density for the half-Cauchy with scale 25 and not the posterior distribution. However, when I try:
2011 Feb 24
2
MCMCpack combining chains
Deal all, as MCMClogit does not allow for the specification of several chains, I have run my model 3 times with different random number seeds and differently dispersed multivariate normal priors. For example: res1 = MCMClogit(y~x,b0=0,B0=0.001,data=mydat, burnin=500, mcmc=5500, seed=1234, thin=5) res2 = MCMClogit(y~x,b0=1,B0=0.01,data=mydat, burnin=500, mcmc=5500, seed=5678, thin=5) res3 =
2007 Apr 29
0
Going from Coda Files to R2WinBUGS
I'm currently using JAGS as my Bayesian program of choice due to working off of an older mac running OSX. I'd like to utilize some of the functions from R2WinBUGS, however. As such, I'm attempting to write something to go from coda output dumped by JAGS into the bugs object format - I've looked for functions that will convert from an mcmc object to a bugs object, but
2004 Feb 12
1
How do you create a "MCMC" object?
I have been running a Gibbs Sampler to estimate levels of efficiency in the Louisiana Shrimp Industry. I created a matrix (samp) where I stored the results of each iteration for 86 variables. I run 10,000 iterations. So, the matrix samp is 10,000 x 86. I want to use the gelman-rubin test to check for convergence. To do that, I need at least two chains. If I run second chain with different starting
2004 May 02
1
arima problems when using argument fixed=
As I am reading ?arima, only NA entries in the argument fixed= imports. The following seems to indicate otherwise: x <- arima.sim(model=list(ar=0.8), n=100) + (1:100)/50 > t <- 1:100 > mod1 <- lm(x ~ t) > > init1 <- c(0, coef(mod1)[2]) > fixed1 <- c(as.numeric(NA), 0) > > arima(x, order=c(1,0,0), xreg=t, include.mean=FALSE, init=init1, fixed=fixed1)
2012 Feb 02
0
[LLVMdev] How to improve code generated for 'getelementptr' ?
Hi all, I am working on an llvm backend for a processor with a relative simple instruction set. For small loops, the code that is produced depends heavily on how the loop is specified: The less information we provide to clang, the better the loop code becomes... Any idea how I can learn llvm that we don't have load/store instructions with register index, so that it is more efficient to
2004 Apr 19
0
New package: mcgibbsit, an MCMC run length diagnostic
Package: mcgibbsit Title: Warnes and Raftery's MCGibbsit MCMC diagnostic Version: 1.0 Author: Gregory R. Warnes <gregory_r_warnes at groton.pfizer.com> Description: mcgibbsit provides an implementation of Warnes & Raftery's MCGibbsit run-length diagnostic for a set of (not-necessarily independent) MCMC sampers. It combines the estimate error-bounding approach of Raftery
2004 Apr 19
0
New package: mcgibbsit, an MCMC run length diagnostic
Package: mcgibbsit Title: Warnes and Raftery's MCGibbsit MCMC diagnostic Version: 1.0 Author: Gregory R. Warnes <gregory_r_warnes at groton.pfizer.com> Description: mcgibbsit provides an implementation of Warnes & Raftery's MCGibbsit run-length diagnostic for a set of (not-necessarily independent) MCMC sampers. It combines the estimate error-bounding approach of Raftery
2012 Oct 04
1
Coda, HPDinterval and multiple chains
Dear all, I'm not 100% sure if this question is best directed at the r-list, or a mailing list concerned with Bayesian analysis, so please accept my apologies if another audience may be more appropriate. I have been using the rjags package to run Jags models with multiple chains and store the results in a Coda based mcmc list. For instance, having created a jags model and done initial
2015 May 28
1
Fix for bug in arima function
>>>>> Patrick Perry <pperry at stern.nyu.edu> >>>>> on Wed, 27 May 2015 23:19:09 -0400 writes: {@PP, you forgot this part:} >>>>> peter dalgaard <pdalgd at gmail.com> >>>>> on Thu, 21 May 2015 14:36:03 +0200 writes: >> I suspect that what we really need is >> >> fitI <- lm(x ~
2011 Nov 18
1
number of items to replace is not a multiple of replacement length
Hi all, following is my R -code and shows the error given below > n <- 100 > k<-2 > x1 <-c(1, 3);x2 <- c(2,5) > X <- matrix(c(0,0), nrow = 2, ncol = n) > for(i in 1:k) + X[i, ] <- mh1.epidemic(n,x1[i],x2[i]) Error in X[i, ] <- mh1.epidemic(n,x1[i],x2[i]):   number of items to replace is not a multiple of replacement length   > psi <-t(apply(X, c(1,2),
2015 May 21
3
Fix for bug in arima function
On 21 May 2015, at 12:49 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote: >>>>>> peter dalgaard <pdalgd at gmail.com> >>>>>> on Thu, 21 May 2015 11:03:05 +0200 writes: > >> On 21 May 2015, at 10:35 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote: > >>>> >>>> I noticed that
2015 May 21
0
Fix for bug in arima function
> I noticed that the 3.2.1 release cycle is about to start. Is there any > chance that this fix will make it into the next version of R? > > This bug is fairly serious: getting the wrong variance estimate leads to > the wrong log-likelihood and the wrong AIC, BIC etc, which can and does > lead to suboptimal model selection. If it's not fixed, this issue will > affect
2009 Mar 06
0
modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)
Thanks a lot to everybody that helped me out with this. Conclusions: (1) In order to edit arima in R: >fix(arima) or alternatively: >arima<-edit(arima) (2) This is not contained in the "Introduction to R" manual. (3) A "productive" fix of arima is attached (arma coefficients printed out and error catched so that it doesn't halt parent loops to search for