Arguments
chain
List of matrices whose columns and rows contain the monitored
parameters and the MCMC iterations, respectively. The iteration numbers and
parameter names must be assigned to the dimnames.
chain.support
List of matrices whose columns and rows contain the
monitored parameters and the support (lower and upper limits), respectively.
alpha
Quantile (1 - alpha / 2) at which to estimate the upper limit of
the shrink factor.
pnames
Character vector giving the names of the parameters to use in
the analysis. If omitted, all parameters are used.
window
Proportion of interations to include in the analysis. If
omitted, 50% are included.
to
Largest iteration to include in the analysis. If omitted, no upper
bound is set.