geweke {noisyCE2}

Geweke's test stopping rule

Description

geweke tests the convergence of x through the Geweke's test.

Usage

geweke(x, frac1 = 0.3, frac2 = 0.4, pvalue = 0.05)

Arguments

x

numeric vector of last \gamma_n values, as selected by the function passed to noisyCE2() through the argument stopwindow.

frac1, frac2

fraction arguments of the Geweke's test according to coda::geweke.diag().

pvalue

threshold of the p-value which triggers the stop of the algorithm.

Value

A numeric indicating whether the algorithm has converged:

0

the algorithm has converged.

1

the algorithm has not converged.

See Also

Other stopping rules: ts_change()