sgelmanRubin {genMCMCDiag}

Calculate the Gelman-Rubin diagnostic of draws from an MCMC algorithm

Description

Calculate the Gelman-Rubin diagnostic of draws from an MCMC algorithm

Usage

sgelmanRubin(mhDraws, ...)

Arguments

mhDraws

List of data.frames with two columns. Each data.frame represents a single chain. Column names should be val.1 (for values) and t (for chain iteration).

...

Catches unnecessary additional arguments

Value

Data.frame with 1 row and 2 columns. First entry gives estimated GR statistic, second gives upper 95% limit for GR statistic.