JAGS_check_convergence {BayesTools}R Documentation

Assess convergence of a runjags model

Description

Checks whether the supplied runjags-package model satisfied convergence criteria.

Usage

JAGS_check_convergence(
  fit,
  prior_list,
  max_Rhat = 1.05,
  min_ESS = 500,
  max_error = 0.01,
  max_SD_error = 0.05
)

Arguments

fit

a runjags model

prior_list

named list of prior distribution (names correspond to the parameter names)

max_Rhat

maximum R-hat error for the autofit function. Defaults to 1.05.

min_ESS

minimum effective sample size. Defaults to 500.

max_error

maximum MCMC error. Defaults to 1.01.

max_SD_error

maximum MCMC error as the proportion of standard deviation of the parameters. Defaults to 0.05.

Value

JAGS_check_convergence returns a boolean indicating whether the model converged or not, with an attribute 'errors' carrying the failed convergence checks (if any).

See Also

JAGS_fit()

Examples

## Not run: 
# simulate data
set.seed(1)
data <- list(
  x = rnorm(10),
  N = 10
)
data$x

# define priors
priors_list <- list(mu = prior("normal", list(0, 1)))

# define likelihood for the data
model_syntax <-
  "model{
    for(i in 1:N){
      x[i] ~ dnorm(mu, 1)
    }
  }"

# fit the models
fit <- JAGS_fit(model_syntax, data, priors_list)
JAGS_check_convergence(fit, priors_list)

## End(Not run)

[Package BayesTools version 0.1.3 Index]